-78.0%
SNDQ vs PR
+18.5%
-96.5%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.6% | -22.2% | -24.5% |
| 7D | -30.8% | +2.9% | -33.7% | -29.4% |
| 30D | -51.7% | +18.0% | -69.8% | -46.1% |
| 3M | -78.0% | +16.9% | -94.9% | -78.9% |
| All | -78.0% | +18.5% | -96.5% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3mo: compounded portfolio wealth divided by compounded PR 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…
3mo analysis · Full analysis span regression · Available span rolling