-95.7%
SNDQ vs REPL
+540.0%
-635.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.6% | -22.2% | -23.9% |
| 7D | -30.8% | -3.0% | -27.9% | -31.0% |
| 30D | -51.7% | +27.1% | -78.9% | -50.8% |
| 3M | -78.0% | +52.4% | -130.4% | -77.9% |
| All | -95.7% | +540.0% | -635.7% | -94.9% |
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 · Available span rolling