-95.7%
SNDQ vs THC
+38.8%
-134.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +0.6% | -24.4% | -24.6% |
| 7D | -30.8% | -0.7% | -30.2% | -30.4% |
| 30D | -51.7% | +1.3% | -53.0% | -53.4% |
| 3M | -78.0% | +64.2% | -142.3% | -82.6% |
| All | -95.7% | +38.8% | -134.5% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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