-91.0%
SNDQ vs FIVE
+4.9%
-95.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +6.7% | +8.6% | +17.5% |
| 7D | +66.1% | +7.5% | +58.7% | +69.5% |
| 30D | +122.5% | +16.7% | +105.8% | +135.2% |
| 3M | +11.6% | +13.4% | -1.8% | +18.9% |
| 6M | -82.2% | +9.0% | -91.2% | -79.6% |
| All | -91.0% | +4.9% | -95.9% | -89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling