-95.7%
SNDQ vs DG
+8.8%
-104.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +1.5% | -25.3% | -25.9% |
| 7D | -30.8% | +8.4% | -39.2% | -39.4% |
| 30D | -51.7% | +4.9% | -56.7% | -55.6% |
| 3M | -78.0% | +29.3% | -107.4% | -80.4% |
| All | -95.7% | +8.8% | -104.5% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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