-95.8%
SNDQ vs DG
+1.7%
-97.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.6% | +0.3% |
| 7D | -26.2% | -4.8% | -21.4% | -22.0% |
| 30D | -60.2% | +1.8% | -61.9% | -62.3% |
| 3M | -80.4% | +14.5% | -94.9% | -80.6% |
| All | -95.8% | +1.7% | -97.6% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling