-34.3%
SNDU vs SW
+7.7%
-42.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | -52.5% | +2.3% | -54.8% | -52.6% |
| 30D | -79.7% | +6.8% | -86.5% | -80.2% |
| 3M | -68.3% | -5.2% | -63.1% | -67.6% |
| 6M | -84.9% | +7.4% | -92.4% | -86.1% |
| All | -34.3% | +7.7% | -42.0% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling