+4,437.1%
SNDK vs EFV
+56.3%
+4,380.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -5.9% |
| 7D | -6.1% | -0.8% | -5.3% | -4.6% |
| 30D | +21.5% | +0.6% | +20.9% | +19.5% |
| 3M | -13.2% | +7.5% | -20.7% | -25.6% |
| 6M | +149.2% | +13.0% | +136.2% | +93.9% |
| YTD | +588.1% | +18.3% | +569.8% | +380.0% |
| 1Y | +1,837.5% | +26.7% | +1,810.8% | +1,074.0% |
| All | +4,437.1% | +56.3% | +4,380.8% | +1,846.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling