+214.7%
SNDU vs Z
-26.5%
+241.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.0% | -11.6% | -4.3% |
| 7D | -12.7% | -6.0% | -6.7% | -17.1% |
| 30D | +35.8% | -2.3% | +38.1% | +34.4% |
| 3M | -54.8% | -0.6% | -54.2% | -45.5% |
| All | +214.7% | -26.5% | +241.2% | +307.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling