-95.7%
SNDQ vs TAP
-7.5%
-88.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +12.1% |
| 7D | -25.3% | -2.3% | -23.0% | -21.1% |
| 30D | -60.5% | -9.4% | -51.1% | -47.1% |
| 3M | -80.0% | -0.8% | -79.2% | -77.1% |
| All | -95.7% | -7.5% | -88.2% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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 · Available span rolling