-95.2%
SNDQ vs FDS
+9.4%
-104.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +9.5% |
| 7D | +11.6% | -14.0% | +25.6% | +52.0% |
| 30D | -45.1% | -6.2% | -38.8% | -40.4% |
| 3M | -68.6% | +10.2% | -78.8% | -69.3% |
| All | -95.2% | +9.4% | -104.6% | -95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling