+10.7%
SNDU vs NOC
-28.0%
+38.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.5% | -11.3% | -23.8% |
| 7D | -48.0% | -5.0% | -43.1% | -53.5% |
| 30D | -66.4% | +10.3% | -76.8% | -58.1% |
| 3M | -58.7% | -4.3% | -54.4% | -59.1% |
| 6M | -68.6% | -6.5% | -62.1% | -63.4% |
| All | +10.7% | -28.0% | +38.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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