-95.2%
SNDQ vs SPG
+3.3%
-98.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.5% |
| 7D | +11.6% | -1.2% | +12.8% | +15.9% |
| 30D | -45.1% | -6.1% | -38.9% | -30.9% |
| 3M | -68.6% | -3.6% | -65.0% | -51.2% |
| All | -95.2% | +3.3% | -98.5% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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 · Available span rolling