-72.4%
SNDQ vs MOD
-62.1%
-10.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +7.2% |
| 7D | -31.8% | +16.1% | -47.9% | -6.7% |
| 30D | +69.3% | -38.5% | +107.8% | -13.8% |
| 3M | +1.1% | -46.8% | +48.0% | -57.2% |
| 6M | -72.4% | -61.6% | -10.8% | -89.0% |
| All | -72.4% | -62.1% | -10.3% | -89.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling