+4,601.6%
SNDK vs ALK
-45.7%
+4,647.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.4% | -3.8% |
| 7D | +8.8% | -3.1% | +12.0% | +10.4% |
| 30D | +33.2% | -17.1% | +50.3% | +43.9% |
| 3M | +3.0% | -3.8% | +6.8% | +5.6% |
| 6M | +173.5% | -5.3% | +178.8% | +176.0% |
| YTD | +613.0% | -20.3% | +633.3% | +656.4% |
| 1Y | +2,189.8% | -36.0% | +2,225.7% | +2,562.8% |
| All | +4,601.6% | -45.7% | +4,647.4% | +5,037.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling