-87.1%
SNDQ vs SW
+13.6%
-100.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | -1.5% | +45.9% | +44.2% |
| 7D | +116.9% | +4.7% | +112.2% | +117.6% |
| 30D | +205.2% | +5.0% | +200.2% | +204.2% |
| 3M | +45.4% | -7.3% | +52.8% | +38.1% |
| 6M | -66.2% | +15.0% | -81.2% | -60.3% |
| All | -87.1% | +13.6% | -100.6% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling