-91.8%
SNDQ vs VST
-14.2%
-77.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.1% | +1.7% | -28.8% | -24.1% |
| 7D | -9.0% | +10.9% | -19.9% | +14.8% |
| 30D | +57.3% | -15.6% | +72.9% | +36.3% |
| 3M | -17.3% | -7.8% | -9.5% | -15.4% |
| 6M | -71.3% | -12.0% | -59.4% | -67.3% |
| All | -91.8% | -14.2% | -77.7% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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