-95.2%
SNDQ vs STM
+7.1%
-102.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +9.7% |
| 7D | +11.6% | -1.4% | +13.0% | +8.6% |
| 30D | -45.1% | -4.9% | -40.1% | -47.9% |
| 3M | -68.6% | -34.0% | -34.6% | -74.8% |
| All | -95.2% | +7.1% | -102.4% | -92.2% |
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 · Available span rolling