+240.7%
SNDU vs PR
+23.6%
+217.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.3% | -7.9% | -7.5% |
| 7D | +16.8% | -0.2% | +17.0% | +16.8% |
| 30D | +64.3% | +10.4% | +53.8% | +65.6% |
| 3M | -36.7% | +21.1% | -57.8% | -31.1% |
| All | +240.7% | +23.6% | +217.1% | +403.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling