-91.0%
SNDQ vs REPL
+780.4%
-871.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.2% | +15.1% | +15.3% |
| 7D | +66.1% | +28.8% | +37.3% | +70.1% |
| 30D | +122.5% | +57.3% | +65.2% | +134.8% |
| 3M | +11.6% | +73.6% | -62.0% | +19.2% |
| 6M | -82.2% | +582.8% | -665.0% | -78.3% |
| All | -91.0% | +780.4% | -871.5% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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 · 6 months rolling