-88.0%
SNDQ vs SW
+12.5%
-100.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.0% | -7.0% |
| 7D | +58.7% | +2.3% | +56.3% | +58.7% |
| 30D | +194.6% | +6.8% | +187.8% | +196.0% |
| 3M | +18.9% | -5.2% | +24.1% | +14.4% |
| 6M | -68.3% | +7.4% | -75.8% | -63.8% |
| All | -88.0% | +12.5% | -100.5% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling