-38.8%
SNDK vs ALLE
+47.6%
-86.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -5.5% |
| 7D | +6.0% | +3.6% | +2.4% | +6.4% |
| 30D | -36.9% | +25.9% | -62.8% | -34.1% |
| 3M | -42.1% | +15.8% | -57.8% | -39.4% |
| 6M | -38.8% | +48.1% | -86.9% | -41.2% |
| All | -38.8% | +47.6% | -86.5% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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