-95.2%
SNDQ vs FPS
-9.0%
-86.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +9.0% | -2.1% | +21.6% |
| 7D | +11.6% | +1.5% | +10.1% | +12.6% |
| 30D | -45.1% | -16.9% | -28.2% | -59.7% |
| 3M | -68.6% | -45.3% | -23.3% | -78.1% |
| All | -95.2% | -9.0% | -86.2% | -94.8% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling