+10.7%
SNDU vs TAP
-0.8%
+11.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +3.0% | -18.8% | -7.4% |
| 7D | -48.0% | +9.9% | -58.0% | -28.7% |
| 30D | -66.4% | +18.1% | -84.6% | -41.4% |
| 3M | -58.7% | +3.2% | -61.9% | -48.1% |
| 6M | -68.6% | +8.4% | -77.0% | -46.0% |
| All | +10.7% | -0.8% | +11.5% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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