-95.2%
SNDQ vs SMR
-38.6%
-56.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -15.7% | +22.5% | -9.0% |
| 7D | +11.6% | -11.2% | +22.9% | +0.6% |
| 30D | -45.1% | -10.2% | -34.9% | -50.4% |
| 3M | -68.6% | -10.0% | -58.6% | -58.0% |
| All | -95.2% | -38.6% | -56.6% | -93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling