+10.7%
SNDU vs EL
+27.7%
-17.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +6.3% | -22.1% | -15.9% |
| 7D | -48.0% | +2.5% | -50.5% | -47.9% |
| 30D | -66.4% | +20.1% | -86.5% | -66.7% |
| 3M | -58.7% | +29.3% | -88.0% | -59.0% |
| 6M | -68.6% | +38.8% | -107.4% | -69.9% |
| All | +10.7% | +27.7% | -17.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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