-28.4%
SNDU vs FE
-4.3%
-24.1%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +1.1% | -12.5% | -8.5% |
| 7D | +9.0% | +1.2% | +7.7% | +12.7% |
| 30D | -67.4% | +4.5% | -72.0% | -62.5% |
| 3M | -75.6% | +1.3% | -77.0% | -74.3% |
| 6M | -84.0% | +8.7% | -92.7% | -78.2% |
| All | -28.4% | -4.3% | -24.1% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling