-12.9%
TER vs SNDU
-33.0%
+20.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -11.4% | +6.0% | -2.4% |
| 7D | +14.4% | +9.0% | +5.4% | +11.1% |
| 30D | -30.6% | -67.4% | +36.9% | -12.2% |
| 3M | -39.2% | -75.6% | +36.4% | -19.6% |
| 6M | -31.3% | -84.0% | +52.7% | -8.4% |
| All | -12.9% | -33.0% | +20.1% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling