-95.7%
SNDQ vs DD
-4.4%
-91.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +0.4% | -24.2% | -23.0% |
| 7D | -30.8% | -3.5% | -27.3% | -36.4% |
| 30D | -51.7% | -10.3% | -41.4% | -62.1% |
| 3M | -78.0% | -7.5% | -70.5% | -79.7% |
| All | -95.7% | -4.4% | -91.3% | -95.4% |
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 · Available span rolling