-95.5%
SNDQ vs FDS
+10.7%
-106.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -5.8% | +13.8% | +20.6% |
| 7D | -20.4% | -16.0% | -4.4% | +17.5% |
| 30D | -54.5% | -6.7% | -47.8% | -49.5% |
| 3M | -79.1% | +6.0% | -85.0% | -79.0% |
| All | -95.5% | +10.7% | -106.2% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · Available span rolling