+268.6%
SNDU vs ALLE
+5.4%
+263.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.8% | +5.7% | +4.4% |
| 7D | +26.6% | -2.2% | +28.8% | +28.2% |
| 30D | +86.8% | -8.3% | +95.1% | +95.0% |
| 3M | -32.4% | +16.3% | -48.6% | -46.1% |
| All | +268.6% | +5.4% | +263.3% | +286.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling