-85.0%
SNDA vs SPY
+1,276.2%
-1,361.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -5.4% | +0.1% | -5.4% | -5.4% |
| 3M | +13.6% | +2.0% | +11.6% | +10.9% |
| 6M | +0.9% | +13.0% | -12.1% | -11.0% |
| YTD | +15.6% | +13.5% | +2.0% | +1.4% |
| 1Y | +45.9% | +20.0% | +25.9% | +21.1% |
| 3Y | +337.2% | +77.2% | +260.1% | +148.0% |
| 5Y | +2.6% | +81.9% | -79.3% | -45.7% |
| 10Y | -85.6% | +314.1% | -399.7% | -96.2% |
| All | -85.0% | +1,276.2% | -1,361.2% | -98.5% |
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