-95.8%
SNDQ vs ROST
-0.9%
-94.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -1.1% |
| 7D | -26.2% | -2.2% | -24.0% | -24.1% |
| 30D | -60.2% | -11.4% | -48.7% | -53.5% |
| 3M | -80.4% | -1.6% | -78.8% | -78.2% |
| All | -95.8% | -0.9% | -94.9% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 all: compounded portfolio wealth divided by compounded ROST 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…
all analysis · Full analysis span regression · Available span rolling