+268.6%
SNDU vs M
+26.8%
+241.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.1% | +7.7% |
| 7D | +26.6% | -4.1% | +30.7% | +32.9% |
| 30D | +86.8% | -13.6% | +100.4% | +119.1% |
| 3M | -32.4% | -2.3% | -30.1% | -36.1% |
| All | +268.6% | +26.8% | +241.9% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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 · Available span rolling