-91.0%
SNDQ vs CARR
-8.1%
-82.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.5% | +14.8% | +16.3% |
| 7D | +66.1% | -0.7% | +66.8% | +64.9% |
| 30D | +122.5% | +0.3% | +122.2% | +123.7% |
| 3M | +11.6% | -14.9% | +26.5% | -20.6% |
| 6M | -82.2% | -14.9% | -67.3% | -87.3% |
| All | -91.0% | -8.1% | -82.9% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling