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

SNDQ vs PSX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-95.7%
PSX return
+60.0%
Excess return
-155.7%
Maximum drawdown
-95.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioPSXExcessAlpha
1D-23.8%+0.2%-24.0%-23.8%
7D-30.8%+4.5%-35.4%-30.3%
30D-51.7%+26.6%-78.3%-51.9%
3M-78.0%+39.3%-117.3%-80.4%
All-95.7%+60.0%-155.7%-95.8%

Cumulative growth

Daily Returns

Daily percentage return beside PSX.

Daily Out/Under-Performance

Portfolio return minus PSX return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × PSX 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 PSX 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