+4,800.5%
SNDK vs EL
+46.6%
+4,753.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.9% |
| 7D | +13.6% | -2.4% | +15.9% | +15.0% |
| 30D | +42.5% | +13.7% | +28.8% | +31.8% |
| 3M | +7.1% | +14.5% | -7.3% | -1.9% |
| 6M | +199.7% | +7.4% | +192.3% | +179.7% |
| YTD | +643.2% | -4.7% | +647.9% | +619.4% |
| 1Y | +2,402.0% | +12.9% | +2,389.1% | +2,007.4% |
| All | +4,800.5% | +46.6% | +4,753.9% | +3,094.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling