-91.0%
SNDQ vs FPS
-35.8%
-55.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -17.3% | +32.6% | -7.7% |
| 7D | +66.1% | -23.3% | +89.5% | +26.1% |
| 30D | +122.5% | -42.4% | +165.0% | +24.3% |
| 3M | +11.6% | -43.0% | +54.6% | -40.2% |
| 6M | -82.2% | -44.5% | -37.7% | -86.9% |
| All | -91.0% | -35.8% | -55.2% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling