-90.2%
SNDQ vs APD
+7.0%
-97.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +11.1% |
| 7D | -18.7% | +3.8% | -22.5% | -16.8% |
| 30D | +69.5% | +8.2% | +61.3% | +74.9% |
| 3M | +54.2% | +4.3% | +49.9% | +54.2% |
| 6M | -69.6% | +4.7% | -74.3% | -70.9% |
| All | -90.2% | +7.0% | -97.2% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling