+87.8%
SNDR vs SPY
+270.0%
-182.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.2% |
| 30D | -7.8% | -3.7% | -4.1% | -4.9% |
| 3M | -17.4% | -2.7% | -14.6% | -15.5% |
| 6M | -5.0% | +2.2% | -7.2% | -6.6% |
| YTD | +10.6% | +10.8% | -0.3% | +2.0% |
| 1Y | +33.0% | +11.2% | +21.7% | +22.3% |
| 3Y | +37.2% | +76.5% | -39.3% | -12.4% |
| 5Y | +22.1% | +72.9% | -50.9% | -21.6% |
| All | +87.8% | +270.0% | -182.1% | -33.9% |
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 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