-90.2%
SNDQ vs D
+12.1%
-102.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.5% |
| 7D | -18.7% | -1.4% | -17.3% | -15.7% |
| 30D | +69.5% | +7.7% | +61.7% | +52.8% |
| 3M | +54.2% | -0.3% | +54.5% | +57.0% |
| 6M | -69.6% | +10.1% | -79.6% | -73.0% |
| All | -90.2% | +12.1% | -102.4% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 all: compounded portfolio wealth divided by compounded D 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…
all analysis · Full analysis span regression · 6 months rolling