-95.5%
SNDQ vs COP
+12.6%
-108.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.4% | +7.6% | +7.5% |
| 7D | -20.4% | +1.0% | -21.3% | -21.1% |
| 30D | -54.5% | +9.6% | -64.1% | -59.7% |
| 3M | -79.1% | +15.0% | -94.1% | -83.7% |
| All | -95.5% | +12.6% | -108.1% | -96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 3y: compounded portfolio wealth divided by compounded COP 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…
3y analysis · Full analysis span regression · Available span rolling