-90.2%
SNDQ vs EXPD
+31.1%
-121.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.5% | +10.1% |
| 7D | -18.7% | +5.5% | -24.2% | -6.4% |
| 30D | +69.5% | -0.8% | +70.3% | +76.6% |
| 3M | +54.2% | +4.1% | +50.1% | +74.1% |
| 6M | -69.6% | +25.7% | -95.3% | -49.4% |
| All | -90.2% | +31.1% | -121.3% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 all: compounded portfolio wealth divided by compounded EXPD 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…
all analysis · Full analysis span regression · 6 months rolling