-91.0%
SNDQ vs SMR
-63.4%
-27.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -4.5% | +19.8% | +10.9% |
| 7D | +66.1% | -9.5% | +75.7% | +53.4% |
| 30D | +122.5% | -33.2% | +155.7% | +58.7% |
| 3M | +11.6% | -45.9% | +57.5% | -35.3% |
| 6M | -82.2% | -57.9% | -24.3% | -85.4% |
| All | -91.0% | -63.4% | -27.6% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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