-11.8%
SNDU vs IP
-7.0%
-4.8%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | -1.3% | +28.8% | +28.0% |
| 7D | -20.3% | -2.8% | -17.5% | -18.6% |
| 30D | -64.4% | +9.2% | -73.6% | -65.3% |
| 3M | -57.5% | -16.1% | -41.3% | -54.9% |
| 6M | -82.9% | +9.6% | -92.4% | -83.6% |
| All | -11.8% | -7.0% | -4.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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