+2,684.0%
SNDK vs ALM
+318.3%
+2,365.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.5% | +13.4% | +12.5% |
| 7D | +17.2% | -2.6% | +19.8% | +18.3% |
| 30D | +28.8% | +32.0% | -3.2% | +14.2% |
| 3M | -1.1% | -15.0% | +13.9% | +1.7% |
| 6M | +190.5% | -10.1% | +200.6% | +187.0% |
| YTD | +633.0% | +99.4% | +533.6% | +499.0% |
| 1Y | +2,684.0% | +316.4% | +2,367.6% | +1,695.6% |
| All | +2,684.0% | +318.3% | +2,365.7% | +1,695.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling