+4,601.6%
SNDK vs ALM
+418.6%
+4,183.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | -1.6% |
| 7D | +8.8% | -7.1% | +16.0% | +10.6% |
| 30D | +33.2% | +24.7% | +8.5% | +25.1% |
| 3M | +3.0% | +8.3% | -5.3% | +1.0% |
| 6M | +173.5% | -22.2% | +195.7% | +179.6% |
| YTD | +613.0% | +88.1% | +524.9% | +542.3% |
| 1Y | +2,189.8% | +272.4% | +1,917.4% | +1,793.2% |
| All | +4,601.6% | +418.6% | +4,183.0% | +3,564.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling