-89.4%
SNDQ vs VST
-13.9%
-75.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +7.3% | -19.4% | +0.1% |
| 7D | +23.4% | -0.5% | +23.9% | +33.3% |
| 30D | +128.3% | -17.1% | +145.4% | +90.6% |
| 3M | -2.6% | -4.6% | +2.0% | +5.9% |
| 6M | -62.1% | -9.1% | -53.1% | -56.2% |
| All | -89.4% | -13.9% | -75.5% | -88.3% |
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