-95.2%
SNDQ vs XRT
-2.5%
-92.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.1% |
| 7D | +11.6% | -3.2% | +14.8% | +13.3% |
| 30D | -45.1% | -4.5% | -40.6% | -43.8% |
| 3M | -68.6% | -3.1% | -65.5% | -67.7% |
| All | -95.2% | -2.5% | -92.7% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · Available span rolling