-95.5%
SNDQ vs ES
+3.3%
-98.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.1% | +10.0% | +14.3% |
| 7D | -20.4% | -3.5% | -16.9% | -11.1% |
| 30D | -54.5% | -3.0% | -51.5% | -50.9% |
| 3M | -79.1% | -0.3% | -78.8% | -77.0% |
| All | -95.5% | +3.3% | -98.8% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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