+4,601.6%
SNDK vs ALLY
+18.3%
+4,583.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.7% |
| 7D | +8.8% | -3.3% | +12.1% | +11.7% |
| 30D | +33.2% | -4.1% | +37.2% | +37.2% |
| 3M | +3.0% | +1.4% | +1.6% | +1.9% |
| 6M | +173.5% | +14.4% | +159.1% | +138.8% |
| YTD | +613.0% | -4.9% | +618.0% | +630.0% |
| 1Y | +2,189.8% | +5.5% | +2,184.2% | +2,014.8% |
| All | +4,601.6% | +18.3% | +4,583.3% | +3,808.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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