-69.6%
SNDQ vs FIX
-45.3%
-24.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +7.8% |
| 7D | -18.7% | +9.4% | -28.1% | +5.4% |
| 30D | +69.5% | -27.8% | +97.3% | -2.1% |
| 3M | +54.2% | -35.6% | +89.8% | -29.6% |
| 6M | -69.6% | -45.2% | -24.4% | -81.9% |
| All | -69.6% | -45.3% | -24.2% | -81.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling