-95.5%
SNDQ vs FFIV
+28.1%
-123.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +6.0% |
| 7D | -20.4% | +1.6% | -22.0% | -18.7% |
| 30D | -54.5% | -3.7% | -50.8% | -57.1% |
| 3M | -79.1% | +2.0% | -81.0% | -79.6% |
| All | -95.5% | +28.1% | -123.6% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling