+10.7%
SNDU vs ROP
+40.4%
-29.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +3.9% | -19.7% | -4.5% |
| 7D | -48.0% | +11.7% | -59.7% | -24.5% |
| 30D | -66.4% | +35.5% | -101.9% | -14.5% |
| 3M | -58.7% | +25.3% | -84.1% | -16.2% |
| 6M | -68.6% | +38.9% | -107.5% | +7.0% |
| All | +10.7% | +40.4% | -29.7% | +270.8% |
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 · 6 months rolling