-95.7%
SNDQ vs SITM
+14.8%
-110.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +6.5% | -30.4% | -16.6% |
| 7D | -30.8% | +9.7% | -40.5% | -21.6% |
| 30D | -51.7% | +12.7% | -64.4% | -43.1% |
| 3M | -78.0% | -13.4% | -64.6% | -68.7% |
| All | -95.7% | +14.8% | -110.5% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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