-17.3%
SNDQ vs RF
-7.8%
-9.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | -0.2% | -26.9% | -27.1% |
| 7D | -9.0% | -1.3% | -7.6% | -8.5% |
| 30D | +57.3% | +4.6% | +52.6% | +52.0% |
| 3M | -17.3% | -8.4% | -8.8% | -27.7% |
| All | -17.3% | -7.8% | -9.5% | -27.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling