-95.7%
SNDQ vs TEVA
+17.5%
-113.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -0.7% | -23.1% | -23.5% |
| 7D | -30.8% | -0.2% | -30.6% | -30.7% |
| 30D | -51.7% | +4.7% | -56.5% | -52.3% |
| 3M | -78.0% | +5.6% | -83.6% | -79.6% |
| All | -95.7% | +17.5% | -113.2% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · Available span rolling