-28.4%
SNDU vs EXPD
+40.5%
-68.9%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.4% | -11.0% | -10.5% |
| 7D | +9.0% | +5.5% | +3.4% | -1.0% |
| 30D | -67.4% | -0.8% | -66.6% | -64.2% |
| 3M | -75.6% | +4.1% | -79.8% | -75.5% |
| 6M | -84.0% | +25.7% | -109.7% | -88.3% |
| All | -28.4% | +40.5% | -68.9% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 all: compounded portfolio wealth divided by compounded EXPD 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…
all analysis · Full analysis span regression · 6 months rolling