-37.4%
TER vs SNDQ
-90.8%
+53.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +15.3% | -22.1% | -2.8% |
| 7D | -19.9% | +66.1% | -86.0% | -6.5% |
| 30D | -43.5% | +122.5% | -166.1% | -27.3% |
| 3M | -37.8% | +11.6% | -49.4% | -27.5% |
| 6M | -25.6% | -82.2% | +56.6% | -11.8% |
| All | -37.4% | -90.8% | +53.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 1y: compounded portfolio wealth divided by compounded SNDQ 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…
1y analysis · Full analysis span regression · 6 months rolling