+10.7%
SNDU vs ALLE
+34.3%
-23.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.8% | -17.5% | -15.5% |
| 7D | -48.0% | +6.7% | -54.7% | -47.7% |
| 30D | -66.4% | +25.4% | -91.8% | -66.8% |
| 3M | -58.7% | +16.9% | -75.7% | -57.9% |
| 6M | -68.6% | +46.6% | -115.2% | -75.5% |
| All | +10.7% | +34.3% | -23.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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