-95.5%
SNDQ vs P
+37.4%
-132.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.0% | +11.0% | +3.6% |
| 7D | -20.4% | -4.1% | -16.2% | -24.6% |
| 30D | -54.5% | -14.0% | -40.5% | -62.1% |
| 3M | -79.1% | +41.4% | -120.5% | -50.3% |
| All | -95.5% | +37.4% | -132.9% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · Available span rolling