+4,601.6%
SNDK vs EFX
-33.1%
+4,634.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | +8.8% | -11.1% | +20.0% | +6.0% |
| 30D | +33.2% | -7.4% | +40.5% | +31.1% |
| 3M | +3.0% | +1.5% | +1.5% | +2.7% |
| 6M | +173.5% | -13.7% | +187.2% | +182.4% |
| YTD | +613.0% | -21.9% | +634.9% | +656.4% |
| 1Y | +2,189.8% | -30.8% | +2,220.5% | +2,532.5% |
| All | +4,601.6% | -33.1% | +4,634.7% | +5,684.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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