+10.7%
SNDU vs ESI
+4.3%
+6.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.6% | -11.1% | -3.1% |
| 7D | -48.0% | -6.6% | -41.5% | -34.8% |
| 30D | -66.4% | -10.9% | -55.5% | -51.3% |
| 3M | -58.7% | -13.8% | -44.9% | -33.4% |
| 6M | -68.6% | -21.5% | -47.0% | -6.9% |
| All | +10.7% | +4.3% | +6.3% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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