-72.6%
SNDQ vs AR
+5.6%
-78.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +1.3% | +6.9% | +7.6% |
| 7D | -31.8% | +6.4% | -38.2% | -33.8% |
| 30D | +69.3% | +3.1% | +66.2% | +60.4% |
| 3M | +1.1% | +3.3% | -2.2% | -4.7% |
| All | -72.6% | +5.6% | -78.2% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 6mo: compounded portfolio wealth divided by compounded AR 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…
6mo analysis · Full analysis span regression · 6 months rolling