-91.0%
SNDQ vs CART
+36.9%
-127.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.6% | +13.7% | +14.9% |
| 7D | +66.1% | +1.4% | +64.8% | +65.6% |
| 30D | +122.5% | +29.7% | +92.9% | +109.4% |
| 3M | +11.6% | +29.7% | -18.2% | +6.4% |
| 6M | -82.2% | +36.8% | -119.0% | -82.9% |
| All | -91.0% | +36.9% | -127.9% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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