+54.2%
SNDQ vs APD
+4.9%
+49.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +11.0% |
| 7D | -18.7% | +3.8% | -22.5% | -20.1% |
| 30D | +69.5% | +8.2% | +61.3% | +51.7% |
| 3M | +54.2% | +4.3% | +49.9% | +54.1% |
| All | +54.2% | +4.9% | +49.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3mo: compounded portfolio wealth divided by compounded APD 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…
3mo analysis · Full analysis span regression · Available span rolling