-95.7%
SNDQ vs RF
+9.7%
-105.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.1% | -23.7% | -23.7% |
| 7D | -30.8% | +1.3% | -32.1% | -31.9% |
| 30D | -51.7% | -3.6% | -48.1% | -49.7% |
| 3M | -78.0% | +8.1% | -86.1% | -81.5% |
| All | -95.7% | +9.7% | -105.4% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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