-90.2%
SNDQ vs M
+24.0%
-114.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.5% | +12.1% |
| 7D | -18.7% | +7.0% | -25.7% | -14.0% |
| 30D | +69.5% | +8.9% | +60.6% | +78.5% |
| 3M | +54.2% | +4.5% | +49.7% | +54.4% |
| 6M | -69.6% | +36.2% | -105.8% | -48.5% |
| All | -90.2% | +24.0% | -114.2% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling