-95.7%
SNDQ vs EL
+36.8%
-132.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +3.0% | -26.8% | -24.7% |
| 7D | -30.8% | +0.8% | -31.6% | -31.1% |
| 30D | -51.7% | +19.8% | -71.6% | -55.1% |
| 3M | -78.0% | +25.7% | -103.7% | -80.7% |
| All | -95.7% | +36.8% | -132.5% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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