+199.7%
SNDK vs EL
+9.3%
+190.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.8% |
| 7D | +13.6% | -2.4% | +15.9% | +13.8% |
| 30D | +42.5% | +13.7% | +28.8% | +41.1% |
| 3M | +7.1% | +14.5% | -7.3% | +7.1% |
| 6M | +199.7% | +7.4% | +192.3% | +205.3% |
| All | +199.7% | +9.3% | +190.3% | +205.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling