-90.2%
SNDQ vs COMP
+31.1%
-121.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +11.4% |
| 7D | -18.7% | 0.0% | -18.7% | -18.2% |
| 30D | +69.5% | +16.6% | +52.9% | +73.4% |
| 3M | +54.2% | -23.5% | +77.7% | +52.0% |
| 6M | -69.6% | +25.7% | -95.3% | -67.2% |
| All | -90.2% | +31.1% | -121.3% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling