-28.4%
SNDU vs MOD
-30.1%
+1.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +27.9% | -39.3% | -51.2% |
| 7D | +9.0% | +40.4% | -31.5% | -48.7% |
| 30D | -67.4% | -14.0% | -53.4% | -59.8% |
| 3M | -75.6% | -33.3% | -42.3% | -52.6% |
| 6M | -84.0% | -51.4% | -32.6% | -31.8% |
| All | -28.4% | -30.1% | +1.7% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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