-95.2%
SNDQ vs SAP
+26.5%
-121.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.4% |
| 7D | +11.6% | -4.1% | +15.7% | +21.7% |
| 30D | -45.1% | +1.1% | -46.2% | -48.7% |
| 3M | -68.6% | +26.1% | -94.7% | -81.6% |
| All | -95.2% | +26.5% | -121.7% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling