+10.7%
SNDU vs Z
-23.4%
+34.0%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +9.4% | -25.2% | -7.9% |
| 7D | -48.0% | +10.2% | -58.2% | -42.4% |
| 30D | -66.4% | +23.7% | -90.1% | -58.9% |
| 3M | -58.7% | -6.6% | -52.2% | -60.3% |
| 6M | -68.6% | -23.0% | -45.6% | -54.4% |
| All | +10.7% | -23.4% | +34.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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