+10.7%
SNDU vs FDS
+67.4%
-56.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +2.9% | -18.7% | -11.3% |
| 7D | -48.0% | +9.4% | -57.5% | -38.0% |
| 30D | -66.4% | +23.8% | -90.2% | -51.1% |
| 3M | -58.7% | +25.1% | -83.9% | -38.0% |
| 6M | -68.6% | +53.8% | -122.4% | -24.5% |
| All | +10.7% | +67.4% | -56.7% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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