-95.2%
SNDQ vs STRL
+3.2%
-98.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.4% | +1.4% | +12.8% |
| 7D | +11.6% | +5.0% | +6.6% | +17.5% |
| 30D | -45.1% | -6.9% | -38.2% | -46.2% |
| 3M | -68.6% | -39.1% | -29.6% | -70.2% |
| All | -95.2% | +3.2% | -98.4% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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