-88.8%
SNDQ vs PL
-63.7%
-25.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.0% |
| 7D | +43.9% | +5.6% | +38.3% | +62.8% |
| 30D | +141.3% | -16.9% | +158.2% | +135.1% |
| 3M | +7.3% | -38.2% | +45.5% | -20.6% |
| 6M | -60.0% | -63.4% | +3.5% | -72.8% |
| All | -88.8% | -63.7% | -25.1% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3y: compounded portfolio wealth divided by compounded PL 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…
3y analysis · Full analysis span regression · 6 months rolling