-38.2%
SNDU vs SNY
+12.4%
-50.6%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -44.1% | -1.2% | -43.0% | -47.1% |
| 7D | -67.5% | +8.8% | -76.3% | -58.4% |
| 30D | -80.3% | +18.6% | -98.9% | -68.5% |
| 3M | -74.1% | +9.7% | -83.8% | -66.1% |
| 6M | -85.8% | +8.2% | -94.0% | -79.1% |
| All | -38.2% | +12.4% | -50.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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