+433.2%
SNDK vs ECL
+23.8%
+409.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.4% | -11.3% | -6.3% |
| 7D | -26.2% | +7.7% | -33.9% | -23.6% |
| 30D | -39.1% | +13.7% | -52.8% | -35.9% |
| 3M | -27.3% | +11.6% | -38.9% | -23.5% |
| 6M | -17.4% | +23.9% | -41.3% | -15.6% |
| YTD | +337.0% | +21.0% | +316.1% | +318.3% |
| 1Y | +433.2% | +23.1% | +410.1% | +393.1% |
| All | +433.2% | +23.8% | +409.4% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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