-90.2%
SNDQ vs FE
-1.1%
-89.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.1% | +10.0% | +7.4% |
| 7D | -18.7% | +1.2% | -19.9% | -22.1% |
| 30D | +69.5% | +4.5% | +64.9% | +49.5% |
| 3M | +54.2% | +1.3% | +52.9% | +49.6% |
| 6M | -69.6% | +8.7% | -78.2% | -80.1% |
| All | -90.2% | -1.1% | -89.1% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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