+260.6%
SNDU vs ROK
+19.6%
+241.0%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | +1.3% | +22.3% | +19.8% |
| 7D | +35.2% | +0.7% | +34.5% | +32.6% |
| 30D | +50.8% | -3.3% | +54.1% | +68.8% |
| 3M | -43.2% | -5.9% | -37.3% | -23.3% |
| All | +260.6% | +19.6% | +241.0% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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