-91.0%
SNDQ vs SM
+7.5%
-98.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -15.3% | +30.6% | +17.2% |
| 7D | +66.1% | -21.5% | +87.6% | +72.3% |
| 30D | +122.5% | -11.4% | +133.9% | +122.8% |
| 3M | +11.6% | +0.6% | +10.9% | +6.6% |
| 6M | -82.2% | +0.2% | -82.4% | -84.7% |
| All | -91.0% | +7.5% | -98.5% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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 · 6 months rolling