-91.0%
SNDQ vs MOD
-61.3%
-29.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -21.4% | +36.7% | -22.1% |
| 7D | +66.1% | -31.3% | +97.5% | -9.1% |
| 30D | +122.5% | -46.1% | +168.6% | -16.5% |
| 3M | +11.6% | -51.1% | +62.7% | -62.0% |
| 6M | -82.2% | -62.1% | -20.1% | -94.0% |
| All | -91.0% | -61.3% | -29.8% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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