-11.8%
SNDU vs FICO
-38.0%
+26.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | -0.2% | +27.7% | +27.3% |
| 7D | -20.3% | +4.0% | -24.3% | -17.7% |
| 30D | -64.4% | -1.5% | -62.9% | -64.2% |
| 3M | -57.5% | -29.8% | -27.7% | -67.7% |
| 6M | -82.9% | -33.3% | -49.6% | -88.7% |
| All | -11.8% | -38.0% | +26.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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