+3.8%
IR vs SNDU
+3.5%
+0.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -15.8% | +15.3% | 0.0% |
| 7D | +11.6% | -48.0% | +59.6% | +13.2% |
| 30D | +7.2% | -66.4% | +73.6% | +9.8% |
| 3M | -5.9% | -58.7% | +52.9% | -4.7% |
| 6M | +11.5% | -68.6% | +80.1% | +7.8% |
| All | +3.8% | +3.5% | +0.2% | -15.8% |
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