+240.7%
SNDU vs NOC
-28.9%
+269.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.7% | -8.2% | -6.3% |
| 7D | +16.8% | -1.8% | +18.5% | +14.1% |
| 30D | +64.3% | -9.4% | +73.7% | +40.3% |
| 3M | -36.7% | -3.8% | -32.8% | -33.6% |
| All | +240.7% | -28.9% | +269.6% | +558.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling