+199.7%
SNDK vs CLX
-19.1%
+218.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +0.1% |
| 7D | +13.6% | -4.9% | +18.5% | +10.1% |
| 30D | +42.5% | -15.8% | +58.3% | +28.2% |
| 3M | +7.1% | -7.9% | +15.1% | +5.5% |
| 6M | +199.7% | -19.0% | +218.7% | +250.4% |
| All | +199.7% | -19.1% | +218.8% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 6mo: compounded portfolio wealth divided by compounded CLX 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…
6mo analysis · Full analysis span regression · 6 months rolling