-68.3%
SNDQ vs IP
+8.0%
-76.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.8% | -7.7% | -6.5% |
| 7D | +58.7% | -5.1% | +63.7% | +55.8% |
| 30D | +194.6% | +8.5% | +186.0% | +207.7% |
| 3M | +18.9% | -13.8% | +32.7% | +12.4% |
| 6M | -68.3% | +5.7% | -74.1% | -60.6% |
| All | -68.3% | +8.0% | -76.3% | -60.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling