+4,800.5%
SNDK vs DASH
-1.8%
+4,802.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.9% |
| 7D | +13.6% | -12.8% | +26.4% | +17.2% |
| 30D | +42.5% | -6.0% | +48.5% | +43.9% |
| 3M | +7.1% | +26.7% | -19.6% | -3.5% |
| 6M | +199.7% | +11.7% | +188.0% | +179.0% |
| YTD | +643.2% | -12.9% | +656.1% | +692.5% |
| 1Y | +2,402.0% | -23.1% | +2,425.1% | +2,797.9% |
| All | +4,800.5% | -1.8% | +4,802.3% | +4,271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling