+4,727.7%
SNDK vs DASH
-0.2%
+4,728.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +1.2% |
| 7D | +13.1% | -11.2% | +24.3% | +16.2% |
| 30D | +43.4% | -7.3% | +50.7% | +45.4% |
| 3M | +5.8% | +31.4% | -25.6% | -5.7% |
| 6M | +229.6% | +11.9% | +217.7% | +207.7% |
| YTD | +632.2% | -11.5% | +643.7% | +677.7% |
| 1Y | +2,365.4% | -20.0% | +2,385.4% | +2,699.6% |
| All | +4,727.7% | -0.2% | +4,728.0% | +4,190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling