-15.4%
FIG vs SNDU
+218.8%
-234.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.6% | +8.2% | -0.1% |
| 7D | -12.2% | +16.8% | -29.0% | -10.7% |
| 30D | -11.0% | +64.3% | -75.2% | -6.0% |
| 3M | +11.9% | -36.7% | +48.5% | +11.3% |
| All | -15.4% | +218.8% | -234.2% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling