+4,800.5%
SNDK vs EMB
+13.0%
+4,787.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +2.5% |
| 7D | +13.6% | 0.0% | +13.5% | +13.4% |
| 30D | +42.5% | -0.3% | +42.8% | +43.8% |
| 3M | +7.1% | -0.3% | +7.4% | +9.4% |
| 6M | +199.7% | +0.7% | +198.9% | +196.8% |
| YTD | +643.2% | +1.3% | +641.9% | +623.1% |
| 1Y | +2,402.0% | +4.7% | +2,397.3% | +2,027.2% |
| All | +4,800.5% | +13.0% | +4,787.4% | +3,355.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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