-95.5%
SNDQ vs S
+40.0%
-135.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.9% | +6.1% | +7.9% |
| 7D | -20.4% | +0.1% | -20.4% | -20.4% |
| 30D | -54.5% | -11.8% | -42.7% | -53.8% |
| 3M | -79.1% | +33.9% | -113.0% | -79.8% |
| All | -95.5% | +40.0% | -135.5% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · Available span rolling