-95.2%
SNDQ vs ELF
+48.4%
-143.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +6.9% |
| 7D | +11.6% | -11.6% | +23.3% | +11.4% |
| 30D | -45.1% | +4.6% | -49.7% | -45.7% |
| 3M | -68.6% | +59.7% | -128.3% | -66.7% |
| All | -95.2% | +48.4% | -143.6% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · Available span rolling