-95.5%
SNDQ vs FTV
-10.4%
-85.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.3% | +8.7% |
| 7D | -20.4% | -5.2% | -15.2% | -18.8% |
| 30D | -54.5% | -11.5% | -43.0% | -52.2% |
| 3M | -79.1% | -9.0% | -70.0% | -78.1% |
| All | -95.5% | -10.4% | -85.1% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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 · Available span rolling