-95.8%
SNDQ vs SPGI
-0.2%
-95.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.6% | +4.7% |
| 7D | -26.2% | -3.1% | -23.1% | -19.3% |
| 30D | -60.2% | +2.0% | -62.2% | -64.2% |
| 3M | -80.4% | +4.3% | -84.8% | -81.5% |
| All | -95.8% | -0.2% | -95.7% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 all: compounded portfolio wealth divided by compounded SPGI 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…
all analysis · Full analysis span regression · Available span rolling