-91.8%
SNDQ vs FN
-46.6%
-45.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +5.9% | -33.0% | -19.0% |
| 7D | -9.0% | +8.0% | -17.0% | +13.3% |
| 30D | +57.3% | -19.1% | +76.4% | +51.4% |
| 3M | -17.3% | -29.8% | +12.5% | -26.8% |
| 6M | -71.3% | -43.2% | -28.2% | -69.7% |
| All | -91.8% | -46.6% | -45.2% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling