-95.5%
SNDQ vs SM
+32.1%
-127.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +7.9% |
| 7D | -20.4% | +2.1% | -22.5% | -20.7% |
| 30D | -54.5% | +18.1% | -72.6% | -56.5% |
| 3M | -79.1% | +17.0% | -96.0% | -81.8% |
| All | -95.5% | +32.1% | -127.6% | -96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling