+260.6%
SNDU vs ROP
+16.1%
+244.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | -3.6% | +27.2% | +11.6% |
| 7D | +35.2% | -4.4% | +39.6% | +18.0% |
| 30D | +50.8% | +3.2% | +47.6% | +75.6% |
| 3M | -43.2% | +23.1% | -66.2% | +17.1% |
| All | +260.6% | +16.1% | +244.5% | +604.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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