-17.7%
FIX vs SNDU
-24.4%
+6.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.3% | +5.5% | -1.3% |
| 7D | +17.0% | +30.7% | -13.7% | +10.9% |
| 30D | -30.6% | -67.1% | +36.5% | -18.8% |
| 3M | -35.0% | -65.1% | +30.1% | -26.7% |
| 6M | -44.0% | -82.0% | +38.0% | -37.4% |
| All | -17.7% | -24.4% | +6.6% | -39.4% |
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