+4,437.1%
SNDK vs ALM
+384.8%
+4,052.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +3.0% | -1.8% |
| 7D | -6.1% | -11.8% | +5.7% | -3.3% |
| 30D | +21.5% | +7.8% | +13.7% | +18.5% |
| 3M | -13.2% | -9.3% | -3.9% | -11.7% |
| 6M | +149.2% | -30.5% | +179.7% | +160.8% |
| YTD | +588.1% | +75.8% | +512.3% | +530.7% |
| 1Y | +1,837.5% | +241.2% | +1,596.4% | +1,532.3% |
| All | +4,437.1% | +384.8% | +4,052.3% | +3,498.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling