-87.0%
SNDA vs SPY
+1,217.1%
-1,304.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -4.1% |
| 7D | -4.4% | -2.7% | -1.7% | -1.6% |
| 30D | -9.5% | -5.4% | -4.1% | -4.4% |
| 3M | -18.8% | -4.1% | -14.7% | -15.4% |
| 6M | -11.8% | +0.7% | -12.5% | -12.9% |
| YTD | +0.5% | +8.7% | -8.1% | -7.9% |
| 1Y | +5.1% | +10.9% | -5.7% | -5.7% |
| 3Y | +264.2% | +75.0% | +189.2% | +109.6% |
| 5Y | +15.8% | +67.8% | -52.0% | -33.4% |
| 10Y | -83.0% | +312.9% | -395.9% | -95.5% |
| All | -87.0% | +1,217.1% | -1,304.0% | -98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling