-72.4%
SNDQ vs RF
+8.1%
-80.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.6% | +8.5% |
| 7D | -31.8% | +0.4% | -32.2% | -32.1% |
| 30D | +69.3% | +5.6% | +63.7% | +58.4% |
| 3M | +1.1% | -8.9% | +10.0% | +10.0% |
| 6M | -72.4% | +7.1% | -79.5% | -78.6% |
| All | -72.4% | +8.1% | -80.5% | -78.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling