+19.2%
IR vs SNDU
-85.2%
+104.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -11.4% | +11.1% | 0.0% |
| 7D | +2.5% | +9.0% | -6.4% | +2.2% |
| 30D | +9.2% | -67.4% | +76.6% | +10.9% |
| 3M | +0.9% | -75.6% | +76.6% | +2.7% |
| 6M | +19.2% | -84.0% | +103.2% | +21.3% |
| All | +19.2% | -85.2% | +104.4% | +21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling