-90.2%
SNDQ vs FN
-52.6%
-37.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -7.3% | +18.3% | +0.9% |
| 7D | -18.7% | +0.3% | -18.9% | -13.6% |
| 30D | +69.5% | -16.5% | +86.0% | +67.8% |
| 3M | +54.2% | -42.1% | +96.3% | +5.4% |
| 6M | -69.6% | -52.9% | -16.7% | -72.6% |
| All | -90.2% | -52.6% | -37.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling