+214.7%
SNDU vs EL
+10.7%
+204.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.3% | -7.7% |
| 7D | -12.7% | -6.5% | -6.2% | -12.1% |
| 30D | +35.8% | +11.1% | +24.7% | +35.4% |
| 3M | -54.8% | +10.7% | -65.5% | -53.7% |
| All | +214.7% | +10.7% | +204.0% | +215.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling