-38.8%
SNDK vs ALK
+1.0%
-39.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.5% |
| 30D | -36.9% | +7.7% | -44.6% | -38.9% |
| 3M | -42.1% | -19.0% | -23.1% | -34.9% |
| 6M | -38.8% | -0.2% | -38.6% | -34.3% |
| All | -38.8% | +1.0% | -39.8% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling