+10.7%
SNDU vs DD
+11.6%
-1.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.8% | -14.0% | -12.5% |
| 7D | -48.0% | +8.7% | -56.7% | -55.6% |
| 30D | -66.4% | +15.3% | -81.8% | -74.7% |
| 3M | -58.7% | +5.9% | -64.7% | -62.6% |
| 6M | -68.6% | +11.6% | -80.2% | -72.9% |
| All | +10.7% | +11.6% | -1.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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