+10.7%
SNDU vs ITW
+10.9%
-0.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +2.4% | -18.2% | -14.3% |
| 7D | -48.0% | +6.3% | -54.3% | -45.9% |
| 30D | -66.4% | +11.1% | -77.5% | -64.6% |
| 3M | -58.7% | +0.1% | -58.8% | -56.8% |
| 6M | -68.6% | +18.1% | -86.7% | -74.8% |
| All | +10.7% | +10.9% | -0.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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