-62.8%
SNDQ vs FN
-40.9%
-21.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +11.9% | -24.0% | +4.9% |
| 7D | +23.4% | +16.3% | +7.1% | +70.2% |
| 30D | +128.3% | -24.7% | +153.0% | +91.2% |
| 3M | -2.6% | -34.9% | +32.3% | -28.6% |
| All | -62.8% | -40.9% | -21.9% | -60.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling