-95.5%
SNDQ vs RUN
-32.5%
-63.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.9% | +9.9% | +6.0% |
| 7D | -20.4% | -3.4% | -17.0% | -23.2% |
| 30D | -54.5% | -14.0% | -40.6% | -61.6% |
| 3M | -79.1% | -27.5% | -51.6% | -83.2% |
| All | -95.5% | -32.5% | -63.0% | -96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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