+10.7%
SNDU vs ACM
-23.8%
+34.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +2.9% | -18.7% | -15.6% |
| 7D | -48.0% | +9.5% | -57.5% | -48.0% |
| 30D | -66.4% | +14.7% | -81.1% | -66.5% |
| 3M | -58.7% | -9.5% | -49.2% | -56.7% |
| 6M | -68.6% | -18.0% | -50.5% | -52.3% |
| All | +10.7% | -23.8% | +34.5% | +117.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling