+4,601.6%
SNDK vs ALC
-24.7%
+4,626.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.3% | -3.3% |
| 7D | +8.8% | -7.7% | +16.5% | +11.0% |
| 30D | +33.2% | -11.7% | +44.8% | +37.4% |
| 3M | +3.0% | +0.7% | +2.3% | +0.3% |
| 6M | +173.5% | -17.1% | +190.6% | +198.4% |
| YTD | +613.0% | -15.1% | +628.2% | +660.5% |
| 1Y | +2,189.8% | -14.1% | +2,203.9% | +2,315.6% |
| All | +4,601.6% | -24.7% | +4,626.4% | +5,573.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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