+264.2%
SNDA vs SPY
+75.1%
+189.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -4.0% |
| 7D | -4.4% | -2.7% | -1.7% | -1.8% |
| 30D | -9.5% | -5.4% | -4.1% | -4.9% |
| 3M | -18.8% | -4.1% | -14.7% | -15.7% |
| 6M | -11.8% | +0.7% | -12.5% | -12.9% |
| YTD | +0.5% | +8.7% | -8.1% | -7.8% |
| 1Y | +5.1% | +10.9% | -5.7% | -5.6% |
| 3Y | +264.2% | +75.0% | +189.2% | +144.7% |
| All | +264.2% | +75.1% | +189.1% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling