+11.2%
GEV vs SNDU
+218.8%
-207.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.6% | +4.7% | -2.0% |
| 7D | -1.9% | +16.8% | -18.7% | -4.0% |
| 30D | -8.7% | +64.3% | -73.0% | -15.0% |
| 3M | +6.6% | -36.7% | +43.3% | +3.3% |
| All | +11.2% | +218.8% | -207.6% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling