-91.0%
SNDQ vs M
+29.0%
-120.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +7.6% | +7.7% | +18.9% |
| 7D | +66.1% | +8.3% | +57.9% | +71.5% |
| 30D | +122.5% | +14.2% | +108.4% | +137.9% |
| 3M | +11.6% | -1.1% | +12.7% | +1.4% |
| 6M | -82.2% | +36.6% | -118.8% | -71.0% |
| All | -91.0% | +29.0% | -120.0% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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 · 6 months rolling