+2,358.4%
SNDK vs ALK
-47.9%
+2,406.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.3% |
| 3M | -42.1% | -19.0% | -23.1% | -37.1% |
| 6M | -38.8% | -0.2% | -38.6% | -39.0% |
| YTD | +272.8% | -23.5% | +296.3% | +300.8% |
| 1Y | +263.3% | -9.1% | +272.5% | +261.7% |
| All | +2,358.4% | -47.9% | +2,406.3% | +2,622.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling