-26.3%
SNDU vs SW
+7.9%
-34.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +0.2% | +12.0% | +12.2% |
| 7D | -38.6% | +1.8% | -40.4% | -38.6% |
| 30D | -73.9% | +7.0% | -80.9% | -74.5% |
| 3M | -61.1% | -7.6% | -53.5% | -59.5% |
| 6M | -86.0% | +8.5% | -94.5% | -87.1% |
| All | -26.3% | +7.9% | -34.2% | -35.7% |
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