+4,437.1%
SNDK vs DT
-18.0%
+4,455.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.5% |
| 7D | -6.1% | -1.6% | -4.5% | -6.0% |
| 30D | +21.5% | +3.0% | +18.5% | +21.2% |
| 3M | -13.2% | +26.5% | -39.7% | -16.3% |
| 6M | +149.2% | +35.9% | +113.3% | +132.4% |
| YTD | +588.1% | +17.8% | +570.2% | +596.5% |
| 1Y | +1,837.5% | +4.1% | +1,833.5% | +2,048.5% |
| All | +4,437.1% | -18.0% | +4,455.1% | +5,884.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…
5y analysis · Full analysis span regression · 6 months rolling