+214.7%
SNDU vs AA
-27.2%
+241.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.5% |
| 7D | -12.7% | -3.4% | -9.3% | -9.7% |
| 30D | +35.8% | -5.8% | +41.6% | +43.1% |
| 3M | -54.8% | -29.9% | -24.9% | -40.5% |
| All | +214.7% | -27.2% | +241.9% | +317.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 5y: compounded portfolio wealth divided by compounded AA 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…
5y analysis · Full analysis span regression · 6 months rolling