+4,437.1%
SNDK vs ALK
-44.3%
+4,481.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.6% | -6.1% | -4.6% |
| 7D | -6.1% | -2.1% | -4.0% | -5.3% |
| 30D | +21.5% | -13.1% | +34.6% | +28.6% |
| 3M | -13.2% | -11.8% | -1.4% | -8.2% |
| 6M | +149.2% | -0.4% | +149.6% | +146.2% |
| YTD | +588.1% | -18.2% | +606.2% | +621.5% |
| 1Y | +1,837.5% | -35.5% | +1,873.1% | +2,145.4% |
| All | +4,437.1% | -44.3% | +4,481.4% | +4,800.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling