-91.2%
SNDQ vs SW
+10.2%
-101.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.9% | +10.1% | +7.9% |
| 7D | -31.8% | -3.0% | -28.8% | -32.1% |
| 30D | +69.3% | +4.2% | +65.1% | +69.5% |
| 3M | +1.1% | -11.5% | +12.7% | -5.1% |
| 6M | -72.4% | +8.6% | -81.0% | -68.1% |
| All | -91.2% | +10.2% | -101.4% | -89.7% |
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 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