-91.0%
SNDQ vs DD
+9.5%
-100.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.1% | +11.8% |
| 7D | +66.1% | +8.7% | +57.5% | +97.0% |
| 30D | +122.5% | +15.3% | +107.2% | +197.5% |
| 3M | +11.6% | +5.9% | +5.6% | +23.4% |
| 6M | -82.2% | +11.6% | -93.8% | -73.8% |
| All | -91.0% | +9.5% | -100.6% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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