-95.5%
SNDQ vs SITM
+13.0%
-108.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +10.3% |
| 7D | -20.4% | +4.8% | -25.2% | -14.6% |
| 30D | -54.5% | -9.7% | -44.8% | -56.3% |
| 3M | -79.1% | -9.3% | -69.7% | -70.6% |
| All | -95.5% | +13.0% | -108.5% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling