-91.0%
SNDQ vs RL
+9.3%
-100.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.5% | +10.8% | +19.1% |
| 7D | +66.1% | +5.8% | +60.4% | +73.5% |
| 30D | +122.5% | +12.7% | +109.8% | +147.0% |
| 3M | +11.6% | +9.3% | +2.2% | +17.2% |
| 6M | -82.2% | +16.9% | -99.1% | -76.7% |
| All | -91.0% | +9.3% | -100.3% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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