+214.7%
SNDU vs SRE
-8.5%
+223.3%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.8% | -7.7% |
| 7D | -12.7% | -0.8% | -11.9% | -12.8% |
| 30D | +35.8% | -3.0% | +38.8% | +37.1% |
| 3M | -54.8% | -8.3% | -46.5% | -54.6% |
| All | +214.7% | -8.5% | +223.3% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 all: compounded portfolio wealth divided by compounded SRE 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…
all analysis · Full analysis span regression · 6 months rolling