-4.8%
EXC vs SNDU
+3.5%
-8.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.8% | +17.4% | +1.2% |
| 7D | +3.3% | -48.0% | +51.3% | +1.7% |
| 30D | +13.3% | -66.4% | +79.7% | +10.6% |
| 3M | +1.8% | -58.7% | +60.6% | +0.4% |
| 6M | +1.1% | -68.6% | +69.7% | +0.6% |
| All | -4.8% | +3.5% | -8.3% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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