-91.0%
SNDQ vs ECL
+17.3%
-108.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.4% | +11.9% | +5.2% |
| 7D | +66.1% | +7.7% | +58.4% | +37.5% |
| 30D | +122.5% | +13.7% | +108.8% | +60.1% |
| 3M | +11.6% | +11.6% | 0.0% | -14.2% |
| 6M | -82.2% | +23.9% | -106.1% | -87.7% |
| All | -91.0% | +17.3% | -108.4% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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 · 6 months rolling