-95.7%
SNDQ vs SAP
+31.9%
-127.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.9% | -22.9% | -21.9% |
| 7D | -30.8% | -2.9% | -27.9% | -26.6% |
| 30D | -51.7% | +9.0% | -60.8% | -61.6% |
| 3M | -78.0% | +14.9% | -93.0% | -88.1% |
| All | -95.7% | +31.9% | -127.6% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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 · Available span rolling