+10.7%
SNDU vs FIVE
+18.4%
-7.8%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +6.7% | -22.5% | -19.1% |
| 7D | -48.0% | +7.5% | -55.5% | -50.2% |
| 30D | -66.4% | +16.7% | -83.1% | -69.5% |
| 3M | -58.7% | +13.4% | -72.1% | -63.3% |
| 6M | -68.6% | +9.0% | -77.6% | -71.0% |
| All | +10.7% | +18.4% | -7.8% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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