-95.7%
SNDQ vs Z
-29.3%
-66.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.4% | +8.9% |
| 7D | -25.3% | -3.3% | -22.1% | -22.0% |
| 30D | -60.5% | -3.7% | -56.8% | -59.7% |
| 3M | -80.0% | -7.0% | -73.0% | -82.7% |
| All | -95.7% | -29.3% | -66.4% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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