-38.2%
SNDU vs BTI
+9.8%
-47.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | +0.2% | -44.3% | -43.7% |
| 7D | -67.5% | +3.3% | -70.8% | -63.8% |
| 30D | -80.3% | +19.0% | -99.3% | -68.7% |
| 3M | -74.1% | +6.4% | -80.6% | -67.1% |
| 6M | -85.8% | +7.7% | -93.5% | -79.7% |
| All | -38.2% | +9.8% | -47.9% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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