+260.6%
SNDU vs ROL
-35.7%
+296.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | +0.4% | +23.2% | +24.5% |
| 7D | +35.2% | -1.4% | +36.6% | +31.3% |
| 30D | +50.8% | -4.1% | +54.9% | +40.4% |
| 3M | -43.2% | -22.5% | -20.7% | -58.4% |
| All | +260.6% | -35.7% | +296.3% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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