+4,601.6%
SNDK vs DT
-17.4%
+4,619.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.2% |
| 7D | +8.8% | -2.5% | +11.4% | +9.0% |
| 30D | +33.2% | +3.5% | +29.6% | +32.8% |
| 3M | +3.0% | +26.7% | -23.7% | -0.7% |
| 6M | +173.5% | +36.1% | +137.3% | +155.5% |
| YTD | +613.0% | +18.6% | +594.4% | +621.4% |
| 1Y | +2,189.8% | +7.9% | +2,181.9% | +2,379.0% |
| All | +4,601.6% | -17.4% | +4,619.0% | +6,098.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling