+4,437.1%
SNDK vs DD
+26.1%
+4,411.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.2% |
| 7D | -6.1% | -3.5% | -2.6% | -2.5% |
| 30D | +21.5% | -11.7% | +33.2% | +39.1% |
| 3M | -13.2% | -9.2% | -4.0% | -3.3% |
| 6M | +149.2% | -7.2% | +156.4% | +170.7% |
| YTD | +588.1% | +6.6% | +581.5% | +513.1% |
| 1Y | +1,837.5% | +32.0% | +1,805.5% | +1,234.2% |
| All | +4,437.1% | +26.1% | +4,411.0% | +4,101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling