-95.7%
SNDQ vs ITW
+1.1%
-96.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.6% | -23.2% | -22.9% |
| 7D | -30.8% | -3.6% | -27.3% | -26.7% |
| 30D | -51.7% | -9.1% | -42.6% | -43.7% |
| 3M | -78.0% | +8.2% | -86.2% | -71.0% |
| All | -95.7% | +1.1% | -96.8% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · Available span rolling