-95.2%
SNDQ vs SN
+37.4%
-132.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +6.2% |
| 7D | +11.6% | -7.3% | +18.9% | +7.2% |
| 30D | -45.1% | -13.6% | -31.5% | -49.2% |
| 3M | -68.6% | +18.6% | -87.2% | -59.6% |
| All | -95.2% | +37.4% | -132.6% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · Available span rolling