-91.0%
SNDQ vs STM
-5.0%
-86.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -6.1% | +21.3% | +4.1% |
| 7D | +66.1% | -6.0% | +72.2% | +53.2% |
| 30D | +122.5% | -20.9% | +143.5% | +56.8% |
| 3M | +11.6% | -15.8% | +27.3% | -6.6% |
| 6M | -82.2% | -17.0% | -65.1% | -77.9% |
| All | -91.0% | -5.0% | -86.1% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling