+433.2%
SNDK vs DD
+49.3%
+383.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.8% | -6.1% | -6.2% |
| 7D | -26.2% | +8.7% | -34.8% | -31.9% |
| 30D | -39.1% | +15.3% | -54.5% | -47.3% |
| 3M | -27.3% | +5.9% | -33.3% | -31.4% |
| 6M | -17.4% | +11.6% | -29.0% | -25.4% |
| YTD | +337.0% | +26.5% | +310.5% | +182.7% |
| 1Y | +433.2% | +35.4% | +397.8% | +211.8% |
| All | +433.2% | +49.3% | +383.9% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling