-85.3%
SNDA vs SPY
+311.3%
-396.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.2% | +4.2% |
| 7D | +3.3% | +0.5% | +2.8% | +2.7% |
| 30D | -3.1% | -0.9% | -2.1% | -2.1% |
| 3M | +16.6% | +3.9% | +12.7% | +11.2% |
| 6M | +6.6% | +14.5% | -7.9% | -9.3% |
| YTD | +19.8% | +12.9% | +6.9% | +3.5% |
| 1Y | +50.3% | +19.4% | +30.9% | +21.6% |
| 3Y | +420.8% | +78.5% | +342.3% | +163.4% |
| 5Y | +7.2% | +81.8% | -74.6% | -49.9% |
| 10Y | -85.3% | +311.5% | -396.8% | -97.6% |
| All | -85.3% | +311.3% | -396.6% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling