+4,601.6%
SNDK vs CHRW
+61.3%
+4,540.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.5% |
| 7D | +8.8% | +4.4% | +4.5% | +7.2% |
| 30D | +33.2% | +5.5% | +27.7% | +30.4% |
| 3M | +3.0% | -17.3% | +20.3% | +10.5% |
| 6M | +173.5% | -12.7% | +186.1% | +183.9% |
| YTD | +613.0% | -4.1% | +617.2% | +586.8% |
| 1Y | +2,189.8% | +21.2% | +2,168.5% | +1,862.9% |
| All | +4,601.6% | +61.3% | +4,540.3% | +3,282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling