-95.5%
SNDQ vs FPS
-16.5%
-79.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -5.8% | +13.8% | -2.0% |
| 7D | -20.4% | -4.6% | -15.8% | -25.4% |
| 30D | -54.5% | -22.6% | -31.9% | -69.8% |
| 3M | -79.1% | -45.1% | -34.0% | -85.7% |
| All | -95.5% | -16.5% | -79.0% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling