-90.2%
SNDQ vs IP
+5.7%
-95.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.4% | +9.6% | +11.6% |
| 7D | -18.7% | -0.3% | -18.4% | -18.7% |
| 30D | +69.5% | +7.9% | +61.6% | +74.6% |
| 3M | +54.2% | -15.3% | +69.5% | +48.2% |
| 6M | -69.6% | +10.5% | -80.1% | -66.5% |
| All | -90.2% | +5.7% | -95.9% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · 6 months rolling