-95.5%
SNDQ vs ALL
+18.7%
-114.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.7% | +11.2% |
| 7D | -20.4% | -4.3% | -16.1% | -1.7% |
| 30D | -54.5% | -3.6% | -50.9% | -47.3% |
| 3M | -79.1% | +13.2% | -92.3% | -85.4% |
| All | -95.5% | +18.7% | -114.3% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · Available span rolling