-85.4%
SNDA vs SPY
+307.0%
-392.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +0.7% | +2.6% | -1.9% | -2.2% |
| 30D | -7.8% | -2.0% | -5.8% | -5.6% |
| 3M | -15.9% | -2.8% | -13.1% | -13.3% |
| 6M | -14.9% | +2.1% | -17.0% | -17.5% |
| YTD | +1.2% | +11.5% | -10.3% | -11.3% |
| 1Y | +3.1% | +13.5% | -10.4% | -11.5% |
| 3Y | +265.4% | +77.7% | +187.7% | +87.1% |
| 5Y | -1.6% | +72.6% | -74.2% | -49.9% |
| All | -85.4% | +307.0% | -392.4% | -97.4% |
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