+10.7%
SNDU vs ES
-2.5%
+13.2%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +2.1% | -17.9% | -10.5% |
| 7D | -48.0% | +5.3% | -53.3% | -39.4% |
| 30D | -66.4% | +8.9% | -75.3% | -56.7% |
| 3M | -58.7% | -1.9% | -56.8% | -57.9% |
| 6M | -68.6% | +3.9% | -72.5% | -61.1% |
| All | +10.7% | -2.5% | +13.2% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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