+265.4%
SNDA vs SPY
+78.1%
+187.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.7% | +2.6% | -1.9% | -1.6% |
| 30D | -7.8% | -2.0% | -5.8% | -6.1% |
| 3M | -15.9% | -2.8% | -13.1% | -13.8% |
| 6M | -14.9% | +2.1% | -17.0% | -17.0% |
| YTD | +1.2% | +11.5% | -10.3% | -9.3% |
| 1Y | +3.1% | +13.5% | -10.4% | -9.3% |
| 3Y | +265.4% | +77.7% | +187.7% | +125.9% |
| All | +265.4% | +78.1% | +187.4% | +125.9% |
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