-95.8%
SNDQ vs ELF
+53.2%
-149.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +0.9% | -3.2% |
| 7D | -26.2% | -6.8% | -19.4% | -26.3% |
| 30D | -60.2% | +5.1% | -65.2% | -60.5% |
| 3M | -80.4% | +79.8% | -160.2% | -78.9% |
| All | -95.8% | +53.2% | -149.1% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling