+4,800.5%
SNDK vs DD
+27.0%
+4,773.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +4.4% |
| 7D | +13.6% | -3.8% | +17.3% | +18.4% |
| 30D | +42.5% | -9.2% | +51.7% | +58.3% |
| 3M | +7.1% | -9.0% | +16.1% | +19.1% |
| 6M | +199.7% | -5.0% | +204.6% | +217.1% |
| YTD | +643.2% | +7.4% | +635.8% | +556.7% |
| 1Y | +2,402.0% | +35.1% | +2,366.9% | +1,578.2% |
| All | +4,800.5% | +27.0% | +4,773.5% | +4,400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling