-28.4%
SNDU vs COMP
+20.8%
-49.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +1.7% | -13.1% | -12.0% |
| 7D | +9.0% | 0.0% | +9.0% | +9.3% |
| 30D | -67.4% | +16.6% | -84.0% | -67.9% |
| 3M | -75.6% | -23.5% | -52.1% | -73.8% |
| 6M | -84.0% | +25.7% | -109.7% | -85.4% |
| All | -28.4% | +20.8% | -49.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling