-95.5%
SNDQ vs CI
+2.8%
-98.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.0% | +7.0% | +5.8% |
| 7D | -20.4% | -1.3% | -19.1% | -17.4% |
| 30D | -54.5% | +3.1% | -57.6% | -56.9% |
| 3M | -79.1% | -4.5% | -74.6% | -76.2% |
| All | -95.5% | +2.8% | -98.4% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 5y: compounded portfolio wealth divided by compounded CI 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…
5y analysis · Full analysis span regression · Available span rolling