+4,601.6%
SNDK vs ECL
+4.9%
+4,596.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.8% | -4.0% |
| 7D | +8.8% | -2.6% | +11.5% | +9.5% |
| 30D | +33.2% | -4.6% | +37.7% | +34.5% |
| 3M | +3.0% | +6.0% | -3.0% | -2.6% |
| 6M | +173.5% | -3.0% | +176.4% | +175.1% |
| YTD | +613.0% | +4.0% | +609.0% | +566.6% |
| 1Y | +2,189.8% | +2.0% | +2,187.8% | +2,038.5% |
| All | +4,601.6% | +4.9% | +4,596.8% | +4,883.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling