-90.2%
SNDQ vs CMS
-4.6%
-85.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.4% | +3.9% |
| 7D | -18.7% | +1.7% | -20.4% | -24.2% |
| 30D | +69.5% | +6.2% | +63.3% | +39.2% |
| 3M | +54.2% | +0.6% | +53.6% | +56.2% |
| 6M | -69.6% | -1.8% | -67.8% | -58.6% |
| All | -90.2% | -4.6% | -85.6% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling