+4,437.1%
SNDK vs EL
+44.1%
+4,392.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.8% |
| 7D | -6.1% | -6.5% | +0.4% | -3.1% |
| 30D | +21.5% | +11.1% | +10.4% | +13.7% |
| 3M | -13.2% | +10.7% | -23.9% | -19.2% |
| 6M | +149.2% | +6.9% | +142.3% | +133.0% |
| YTD | +588.1% | -6.3% | +594.4% | +571.7% |
| 1Y | +1,837.5% | +13.5% | +1,824.1% | +1,519.7% |
| All | +4,437.1% | +44.1% | +4,392.9% | +2,882.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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