-95.2%
SNDQ vs FFIV
+32.3%
-127.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +10.8% |
| 7D | +11.6% | +5.4% | +6.2% | +19.1% |
| 30D | -45.1% | -2.7% | -42.4% | -48.4% |
| 3M | -68.6% | +4.5% | -73.2% | -68.5% |
| All | -95.2% | +32.3% | -127.5% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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