+260.6%
SNDU vs RMBS
-5.4%
+266.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | +1.3% | +22.3% | +21.6% |
| 7D | +35.2% | -0.3% | +35.5% | +36.6% |
| 30D | +50.8% | -12.2% | +63.0% | +82.5% |
| 3M | -43.2% | -49.5% | +6.4% | +56.4% |
| All | +260.6% | -5.4% | +266.0% | +270.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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 · Available span rolling