+4,727.7%
SNDK vs ALC
-21.8%
+4,749.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.4% |
| 7D | +13.1% | -3.7% | +16.8% | +14.1% |
| 30D | +43.4% | -3.7% | +47.1% | +44.3% |
| 3M | +5.8% | +4.6% | +1.3% | +2.0% |
| 6M | +229.6% | -14.6% | +244.2% | +257.9% |
| YTD | +632.2% | -11.9% | +644.0% | +673.2% |
| 1Y | +2,365.4% | -13.1% | +2,378.6% | +2,532.5% |
| All | +4,727.7% | -21.8% | +4,749.6% | +5,667.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling