-89.4%
SNDQ vs SW
+12.8%
-102.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +0.2% | -12.4% | -12.1% |
| 7D | +23.4% | +1.8% | +21.5% | +23.4% |
| 30D | +128.3% | +7.0% | +121.3% | +129.5% |
| 3M | -2.6% | -7.6% | +5.0% | -7.4% |
| 6M | -62.1% | +8.5% | -70.7% | -56.5% |
| All | -89.4% | +12.8% | -102.2% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling