-90.2%
SNDQ vs CART
+36.1%
-126.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.4% | +11.0% |
| 7D | -18.7% | +1.3% | -20.0% | -18.8% |
| 30D | +69.5% | +19.2% | +50.3% | +62.2% |
| 3M | +54.2% | +17.6% | +36.7% | +46.6% |
| 6M | -69.6% | +47.4% | -117.0% | -68.4% |
| All | -90.2% | +36.1% | -126.3% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling