-28.4%
SNDU vs ROIV
+35.2%
-63.6%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -1.2% | -10.3% | -10.3% |
| 7D | +9.0% | +1.7% | +7.3% | +8.4% |
| 30D | -67.4% | +17.6% | -85.0% | -70.3% |
| 3M | -75.6% | +9.0% | -84.6% | -77.2% |
| 6M | -84.0% | +35.3% | -119.3% | -86.7% |
| All | -28.4% | +35.2% | -63.6% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 5y: compounded portfolio wealth divided by compounded ROIV 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…
5y analysis · Full analysis span regression · 6 months rolling