+240.7%
SNDU vs BTSG
+41.9%
+198.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.6% | -1.0% | +3.4% |
| 7D | +16.8% | -5.8% | +22.6% | +27.9% |
| 30D | +64.3% | 0.0% | +64.3% | +60.1% |
| 3M | -36.7% | -4.5% | -32.2% | -31.3% |
| All | +240.7% | +41.9% | +198.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 all: compounded portfolio wealth divided by compounded BTSG 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…
all analysis · Full analysis span regression · 6 months rolling