+10.7%
SNDU vs DT
+24.7%
-14.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.5% | -15.3% | -16.0% |
| 7D | -48.0% | -25.5% | -22.5% | -55.5% |
| 30D | -66.4% | -22.3% | -44.1% | -70.2% |
| 3M | -58.7% | +2.3% | -61.1% | -53.6% |
| 6M | -68.6% | +20.7% | -89.3% | -58.4% |
| All | +10.7% | +24.7% | -14.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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