+10.7%
SNDU vs FTI
+2.2%
+8.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -3.4% | -12.4% | -11.2% |
| 7D | -48.0% | -9.7% | -38.4% | -40.2% |
| 30D | -66.4% | -8.2% | -58.2% | -62.2% |
| 3M | -58.7% | -7.8% | -50.9% | -51.7% |
| 6M | -68.6% | -13.4% | -55.2% | -59.8% |
| All | +10.7% | +2.2% | +8.5% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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