-95.2%
SNDQ vs EXC
-5.2%
-90.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.4% | +8.9% |
| 7D | +11.6% | -1.1% | +12.7% | +16.0% |
| 30D | -45.1% | -3.6% | -41.4% | -37.6% |
| 3M | -68.6% | -4.3% | -64.4% | -56.5% |
| All | -95.2% | -5.2% | -90.0% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · Available span rolling