-95.2%
SNDQ vs ET
+16.9%
-112.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.7% | +8.9% |
| 7D | +11.6% | +0.2% | +11.4% | +10.7% |
| 30D | -45.1% | +2.9% | -47.9% | -49.6% |
| 3M | -68.6% | +16.8% | -85.4% | -80.2% |
| All | -95.2% | +16.9% | -112.1% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 6mo: compounded portfolio wealth divided by compounded ET 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…
6mo analysis · Full analysis span regression · Available span rolling