+4,437.1%
SNDK vs BAX
-20.4%
+4,457.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.0% |
| 7D | -6.1% | -7.9% | +1.7% | -3.6% |
| 30D | +21.5% | -11.7% | +33.2% | +26.2% |
| 3M | -13.2% | +16.2% | -29.4% | -18.6% |
| 6M | +149.2% | +32.0% | +117.2% | +119.0% |
| YTD | +588.1% | +24.7% | +563.4% | +497.5% |
| 1Y | +1,837.5% | -2.6% | +1,840.2% | +1,851.7% |
| All | +4,437.1% | -20.4% | +4,457.5% | +5,750.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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