+10.7%
SNDU vs REPL
+164.6%
-153.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +0.2% | -16.0% | -15.8% |
| 7D | -48.0% | +28.8% | -76.8% | -48.2% |
| 30D | -66.4% | +57.3% | -123.8% | -66.6% |
| 3M | -58.7% | +73.6% | -132.3% | -59.0% |
| 6M | -68.6% | +582.8% | -651.4% | -62.5% |
| All | +10.7% | +164.6% | -153.9% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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