-90.2%
SNDQ vs ES
+8.6%
-98.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.8% | +10.2% | +8.2% |
| 7D | -18.7% | +2.7% | -21.4% | -26.7% |
| 30D | +69.5% | +7.6% | +61.9% | +40.7% |
| 3M | +54.2% | +0.5% | +53.7% | +58.3% |
| 6M | -69.6% | +7.6% | -77.2% | -71.6% |
| All | -90.2% | +8.6% | -98.9% | -90.7% |
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 · 6 months rolling