+53.3%
STM vs SNDU
+218.8%
-165.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.6% | +6.0% | -0.4% |
| 7D | -1.1% | +16.8% | -17.8% | -3.8% |
| 30D | -7.8% | +64.3% | -72.1% | -16.2% |
| 3M | -28.2% | -36.7% | +8.5% | -30.2% |
| All | +53.3% | +218.8% | -165.5% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 5y: compounded portfolio wealth divided by compounded SNDU 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…
5y analysis · Full analysis span regression · 6 months rolling