+10.7%
SNDU vs SW
+10.3%
+0.3%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +4.1% | -19.9% | -16.6% |
| 7D | -48.0% | +12.1% | -60.1% | -49.8% |
| 30D | -66.4% | +6.6% | -73.0% | -67.1% |
| 3M | -58.7% | -6.0% | -52.7% | -57.3% |
| 6M | -68.6% | +21.5% | -90.1% | -72.7% |
| All | +10.7% | +10.3% | +0.3% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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