+2,684.0%
SNDK vs DG
+23.4%
+2,660.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.5% | +10.4% | +11.8% |
| 7D | +17.2% | +8.4% | +8.8% | +16.5% |
| 30D | +28.8% | +4.9% | +23.9% | +28.4% |
| 3M | -1.1% | +29.3% | -30.5% | -8.9% |
| 6M | +190.5% | -11.3% | +201.7% | +223.2% |
| YTD | +633.0% | +1.8% | +631.2% | +651.2% |
| 1Y | +2,684.0% | +25.3% | +2,658.7% | +2,387.0% |
| All | +2,684.0% | +23.4% | +2,660.6% | +2,387.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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