-38.2%
SNDU vs SITM
+4.1%
-42.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | -12.0% | -32.2% | -29.0% |
| 7D | -67.5% | -27.3% | -40.2% | -46.2% |
| 30D | -80.3% | -50.1% | -30.2% | -49.3% |
| 3M | -74.1% | -34.6% | -39.5% | -59.2% |
| 6M | -85.8% | -40.5% | -45.3% | -65.8% |
| All | -38.2% | +4.1% | -42.2% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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