-95.5%
SNDQ vs STT
+25.9%
-121.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.3% | +8.3% | +7.4% |
| 7D | -20.4% | -1.4% | -19.0% | -22.4% |
| 30D | -54.5% | +2.2% | -56.7% | -52.3% |
| 3M | -79.1% | +18.8% | -97.9% | -72.6% |
| All | -95.5% | +25.9% | -121.4% | -94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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