-91.0%
SNDQ vs THC
+53.1%
-144.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +9.6% | +5.7% | +4.2% |
| 7D | +66.1% | +8.8% | +57.3% | +51.5% |
| 30D | +122.5% | +12.6% | +109.9% | +93.8% |
| 3M | +11.6% | +15.4% | -3.8% | -8.9% |
| 6M | -82.2% | +57.7% | -139.9% | -87.5% |
| All | -91.0% | +53.1% | -144.1% | -93.7% |
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 · 6 months rolling