-19.2%
SNDU vs FN
-30.6%
+11.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.1% | -4.2% | -2.8% |
| 7D | +30.7% | +20.8% | +10.0% | +1.7% |
| 30D | -67.1% | -17.3% | -49.8% | -51.9% |
| 3M | -65.1% | -38.1% | -27.0% | -27.8% |
| 6M | -82.0% | -44.2% | -37.7% | -56.1% |
| All | -19.2% | -30.6% | +11.4% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling