+268.6%
SNDU vs FFIV
+40.9%
+227.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -0.9% | -1.9% |
| 7D | +26.6% | +3.5% | +23.1% | +21.1% |
| 30D | +86.8% | -1.3% | +88.1% | +86.9% |
| 3M | -32.4% | +2.4% | -34.8% | -28.5% |
| All | +268.6% | +40.9% | +227.7% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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 · Available span rolling