+240.7%
SNDU vs ROL
-38.0%
+278.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.6% | -7.5% |
| 7D | +16.8% | -3.2% | +20.0% | +9.4% |
| 30D | +64.3% | -6.6% | +70.9% | +45.2% |
| 3M | -36.7% | -27.3% | -9.4% | -57.6% |
| All | +240.7% | -38.0% | +278.7% | +127.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling