+240.7%
SNDU vs ALC
-16.4%
+257.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.7% | -4.8% | -10.4% |
| 7D | +16.8% | -7.7% | +24.5% | +7.4% |
| 30D | +64.3% | -11.7% | +75.9% | +46.1% |
| 3M | -36.7% | +0.7% | -37.3% | -35.8% |
| All | +240.7% | -16.4% | +257.1% | +319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling