+147.7%
SNDK vs DRAM
+126.3%
+21.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -2.7% |
| 7D | +13.1% | +11.0% | +2.1% | +1.1% |
| 30D | +43.4% | +20.8% | +22.6% | +16.8% |
| 3M | +5.8% | +1.0% | +4.9% | +11.4% |
| All | +147.7% | +126.3% | +21.4% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 DRAM 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 · Available span rolling