-68.6%
SNDQ vs EFV
+9.3%
-77.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +13.1% |
| 7D | +11.6% | -0.8% | +12.4% | +4.6% |
| 30D | -45.1% | +0.6% | -45.7% | -43.4% |
| 3M | -68.6% | +7.5% | -76.1% | -40.8% |
| All | -68.6% | +9.3% | -77.9% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3mo: compounded portfolio wealth divided by compounded EFV 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…
3mo analysis · Full analysis span regression · Available span rolling