-84.0%
SNDU vs ALLE
+47.6%
-131.6%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +1.0% | -12.4% | -11.2% |
| 7D | +9.0% | +3.6% | +5.4% | +9.7% |
| 30D | -67.4% | +25.9% | -93.3% | -64.5% |
| 3M | -75.6% | +15.8% | -91.4% | -73.3% |
| 6M | -84.0% | +48.1% | -132.1% | -85.4% |
| All | -84.0% | +47.6% | -131.6% | -85.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling