+260.6%
SNDU vs SFM
+7.8%
+252.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | +2.9% | +20.8% | +24.7% |
| 7D | +35.2% | -0.1% | +35.2% | +34.6% |
| 30D | +50.8% | -4.4% | +55.2% | +49.2% |
| 3M | -43.2% | +1.5% | -44.7% | -40.6% |
| All | +260.6% | +7.8% | +252.8% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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