-90.2%
SNDQ vs SN
+93.5%
-183.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.8% | +8.2% | +11.9% |
| 7D | -18.7% | +1.5% | -20.2% | -18.2% |
| 30D | +69.5% | +21.5% | +48.0% | +79.2% |
| 3M | +54.2% | +20.0% | +34.2% | +56.8% |
| 6M | -69.6% | +119.9% | -189.5% | -43.4% |
| All | -90.2% | +93.5% | -183.7% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling