-95.8%
SNDQ vs FIX
-6.6%
-89.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -8.9% |
| 7D | -26.2% | +3.5% | -29.7% | -17.7% |
| 30D | -60.2% | -3.5% | -56.6% | -61.5% |
| 3M | -80.4% | -11.8% | -68.7% | -73.1% |
| All | -95.8% | -6.6% | -89.2% | -93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling