-95.7%
SNDQ vs FIX
-6.9%
-88.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +1.9% | -25.7% | -18.3% |
| 7D | -30.8% | +6.0% | -36.9% | -16.7% |
| 30D | -51.7% | -7.2% | -44.5% | -58.1% |
| 3M | -78.0% | -15.9% | -62.2% | -71.3% |
| All | -95.7% | -6.9% | -88.8% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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 · Available span rolling