-95.8%
SNDQ vs COMP
+37.1%
-132.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -3.2% |
| 7D | -26.2% | +0.8% | -27.1% | -26.2% |
| 30D | -60.2% | -13.9% | -46.3% | -60.5% |
| 3M | -80.4% | +30.7% | -111.2% | -79.2% |
| All | -95.8% | +37.1% | -132.9% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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 · Available span rolling