+1,916.0%
SNDK vs ADVB
-95.9%
+2,011.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +42.7% | -46.8% | -5.7% |
| 7D | +16.2% | +74.2% | -58.0% | +13.5% |
| 30D | -36.8% | -35.9% | -0.9% | -36.6% |
| 3M | -30.3% | -56.4% | +26.2% | -29.7% |
| 6M | -35.4% | -36.7% | +1.3% | -35.2% |
| YTD | +294.9% | -43.3% | +338.2% | +296.8% |
| 1Y | +231.1% | -63.4% | +294.5% | +231.4% |
| All | +1,916.0% | -95.9% | +2,011.9% | +2,227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 all: compounded portfolio wealth divided by compounded ADVB 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…
all analysis · Full analysis span regression · 6 months rolling