-57.5%
SNDU vs PL
-38.1%
-19.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.5% | +0.5% | +27.0% | +26.9% |
| 7D | -20.3% | +13.4% | -33.7% | -25.9% |
| 30D | -64.4% | -10.2% | -54.3% | -60.1% |
| 3M | -57.5% | -39.5% | -18.0% | -12.1% |
| All | -57.5% | -38.1% | -19.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 3mo: compounded portfolio wealth divided by compounded PL 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…
3mo analysis · Full analysis span regression · Available span rolling