+10.7%
SNDU vs ALM
-59.9%
+70.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +1.2% | -16.9% | -17.0% |
| 7D | -48.0% | -6.4% | -41.6% | -43.4% |
| 30D | -66.4% | -35.0% | -31.4% | -47.3% |
| 3M | -58.7% | -33.8% | -24.9% | -41.7% |
| 6M | -68.6% | -55.0% | -13.6% | -30.1% |
| All | +10.7% | -59.9% | +70.5% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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