+4,727.7%
SNDK vs COMP
+42.8%
+4,685.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | +13.1% | +4.1% | +9.0% | +12.5% |
| 30D | +43.4% | -14.5% | +57.9% | +46.2% |
| 3M | +5.8% | +41.8% | -36.0% | -0.6% |
| 6M | +229.6% | +23.6% | +206.0% | +212.5% |
| YTD | +632.2% | +1.7% | +630.5% | +600.7% |
| 1Y | +2,365.4% | +12.6% | +2,352.8% | +2,198.8% |
| All | +4,727.7% | +42.8% | +4,685.0% | +4,461.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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