-95.2%
SNDQ vs DG
+1.7%
-96.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +5.1% |
| 7D | +11.6% | -6.5% | +18.1% | +21.8% |
| 30D | -45.1% | +4.2% | -49.2% | -50.1% |
| 3M | -68.6% | +9.5% | -78.1% | -69.0% |
| All | -95.2% | +1.7% | -96.9% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling