-5.9%
IR vs SNDU
+237.4%
-243.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +23.6% | -22.4% | +0.6% |
| 7D | -2.8% | +35.2% | -38.0% | -3.7% |
| 30D | -15.1% | +50.8% | -65.9% | -16.5% |
| 3M | +6.1% | -43.2% | +49.2% | +4.9% |
| All | -5.9% | +237.4% | -243.3% | -25.5% |
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 · Available span rolling