-95.8%
SNDQ vs BAX
+33.3%
-129.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.3% | -2.3% |
| 7D | -26.2% | -5.1% | -21.1% | -24.6% |
| 30D | -60.2% | -12.2% | -48.0% | -57.6% |
| 3M | -80.4% | +21.8% | -102.3% | -85.4% |
| All | -95.8% | +33.3% | -129.2% | -97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 all: compounded portfolio wealth divided by compounded BAX 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…
all analysis · Full analysis span regression · Available span rolling