+4,800.5%
SNDK vs ECL
+5.1%
+4,795.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.0% |
| 7D | +13.6% | -2.7% | +16.3% | +14.3% |
| 30D | +42.5% | -4.3% | +46.8% | +43.8% |
| 3M | +7.1% | +3.2% | +3.9% | +3.1% |
| 6M | +199.7% | -2.9% | +202.6% | +201.7% |
| YTD | +643.2% | +4.3% | +638.9% | +594.4% |
| 1Y | +2,402.0% | +1.6% | +2,400.4% | +2,252.4% |
| All | +4,800.5% | +5.1% | +4,795.4% | +5,091.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling