+117.6%
SNDR vs SPY
+275.2%
-157.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.2% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | -4.3% | -1.4% | -2.9% | -3.2% |
| 3M | -11.0% | +3.7% | -14.7% | -13.6% |
| 6M | +31.8% | +13.0% | +18.8% | +19.5% |
| YTD | +28.1% | +12.4% | +15.7% | +16.9% |
| 1Y | +41.1% | +18.5% | +22.6% | +23.5% |
| 3Y | +26.2% | +77.6% | -51.5% | -19.9% |
| 5Y | +62.0% | +81.7% | -19.7% | +0.1% |
| All | +117.6% | +275.2% | -157.6% | -24.2% |
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