+4,437.1%
SNDK vs ECL
+6.6%
+4,430.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.9% |
| 7D | -6.1% | -1.1% | -5.0% | -5.9% |
| 30D | +21.5% | -0.8% | +22.3% | +21.5% |
| 3M | -13.2% | +5.0% | -18.2% | -16.9% |
| 6M | +149.2% | +0.2% | +149.0% | +146.6% |
| YTD | +588.1% | +5.8% | +582.3% | +540.8% |
| 1Y | +1,837.5% | +1.5% | +1,836.0% | +1,752.0% |
| All | +4,437.1% | +6.6% | +4,430.4% | +4,690.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling