-95.5%
SNDQ vs MET
+27.7%
-123.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.1% | +6.8% | +4.5% |
| 7D | -20.4% | -2.5% | -17.9% | -12.9% |
| 30D | -54.5% | 0.0% | -54.5% | -54.3% |
| 3M | -79.1% | +13.1% | -92.1% | -85.6% |
| All | -95.5% | +27.7% | -123.2% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 all: compounded portfolio wealth divided by compounded MET 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…
all analysis · Full analysis span regression · Available span rolling