-91.8%
SNDQ vs COMP
+31.7%
-123.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +2.7% | -29.8% | -26.5% |
| 7D | -9.0% | +2.2% | -11.2% | -7.4% |
| 30D | +57.3% | +16.3% | +40.9% | +61.0% |
| 3M | -17.3% | -19.1% | +1.9% | -17.4% |
| 6M | -71.3% | +17.1% | -88.5% | -69.4% |
| All | -91.8% | +31.7% | -123.6% | -91.1% |
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 · 6 months rolling