-95.5%
SNDQ vs XME
-4.7%
-90.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.7% | +11.7% | -2.0% |
| 7D | -20.4% | -3.0% | -17.3% | -26.3% |
| 30D | -54.5% | -2.6% | -51.9% | -58.2% |
| 3M | -79.1% | +2.2% | -81.2% | -65.0% |
| All | -95.5% | -4.7% | -90.8% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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 · Available span rolling