-95.5%
SNDQ vs DE
+16.3%
-111.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.1% | +7.9% | +8.0% |
| 7D | -20.4% | -2.4% | -18.0% | -21.1% |
| 30D | -54.5% | +9.7% | -64.2% | -52.5% |
| 3M | -79.1% | +21.4% | -100.4% | -79.5% |
| All | -95.5% | +16.3% | -111.8% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 6mo: compounded portfolio wealth divided by compounded DE 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…
6mo analysis · Full analysis span regression · Available span rolling