-95.7%
SNDQ vs SFM
+9.0%
-104.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +2.9% | -26.7% | -25.1% |
| 7D | -30.8% | -0.1% | -30.8% | -31.0% |
| 30D | -51.7% | -4.4% | -47.4% | -50.5% |
| 3M | -78.0% | +1.5% | -79.5% | -77.8% |
| All | -95.7% | +9.0% | -104.7% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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