-91.8%
SNDQ vs SW
+12.3%
-104.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | -0.7% | -26.3% | -27.2% |
| 7D | -9.0% | -2.6% | -6.4% | -9.3% |
| 30D | +57.3% | +7.2% | +50.1% | +58.3% |
| 3M | -17.3% | -10.5% | -6.8% | -22.6% |
| 6M | -71.3% | +9.9% | -81.2% | -66.9% |
| All | -91.8% | +12.3% | -104.2% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling