+18.0%
F vs SNDU
+218.8%
-200.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.6% | +10.8% | +3.3% |
| 7D | -3.7% | +16.8% | -20.5% | -3.9% |
| 30D | -0.7% | +64.3% | -65.0% | -1.6% |
| 3M | -1.9% | -36.7% | +34.8% | -1.3% |
| All | +18.0% | +218.8% | -200.8% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling