-91.0%
SNDQ vs EME
-26.2%
-64.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -9.6% | +24.9% | -11.2% |
| 7D | +66.1% | -5.8% | +71.9% | +45.2% |
| 30D | +122.5% | -17.9% | +140.5% | +33.4% |
| 3M | +11.6% | -22.0% | +33.6% | -42.1% |
| 6M | -82.2% | -29.7% | -52.5% | -86.5% |
| All | -91.0% | -26.2% | -64.8% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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