+260.6%
SNDU vs SITM
+79.4%
+181.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | +6.5% | +17.1% | +16.0% |
| 7D | +35.2% | +9.7% | +25.4% | +22.8% |
| 30D | +50.8% | +12.7% | +38.1% | +12.7% |
| 3M | -43.2% | -13.4% | -29.7% | -27.1% |
| All | +260.6% | +79.4% | +181.2% | +34.7% |
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 · Available span rolling