Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SNDQ vs PH✓SelectedUSD · PHSNDQ vs PH performance historyLatest closeAs of-23.80%09/04
Stock and ETF performance explorer

SNDQ vs PH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-95.7%
PH return
+0.4%
Excess return
-96.1%
Maximum drawdown
-95.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioPHExcessAlpha
1D-23.8%-0.2%-23.6%-24.0%
7D-30.8%-3.1%-27.8%-33.5%
30D-51.7%-3.2%-48.5%-54.1%
3M-78.0%+10.6%-88.6%-76.1%
All-95.7%+0.4%-96.1%-95.2%

Cumulative growth

Daily Returns

Daily percentage return beside PH.

Daily Out/Under-Performance

Portfolio return minus PH return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PH 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 PH 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 · Available span rolling