-95.5%
SNDQ vs BTSG
+22.6%
-118.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -6.6% | +14.6% | -2.9% |
| 7D | -20.4% | -5.8% | -14.6% | -27.9% |
| 30D | -54.5% | 0.0% | -54.5% | -53.9% |
| 3M | -79.1% | -4.5% | -74.6% | -73.2% |
| All | -95.5% | +22.6% | -118.1% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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