-11.8%
SNDU vs FN
-27.6%
+15.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | +5.9% | +21.6% | +19.5% |
| 7D | -20.3% | +8.0% | -28.3% | -21.2% |
| 30D | -64.4% | -19.1% | -45.3% | -47.2% |
| 3M | -57.5% | -29.8% | -27.7% | -25.6% |
| 6M | -82.9% | -43.2% | -39.7% | -59.8% |
| All | -11.8% | -27.6% | +15.8% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 5y: compounded portfolio wealth divided by compounded FN 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…
5y analysis · Full analysis span regression · 6 months rolling