+2,684.0%
SNDK vs ES
+16.6%
+2,667.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.6% | +12.5% | +11.8% |
| 7D | +17.2% | +0.3% | +16.9% | +17.2% |
| 30D | +28.8% | -2.0% | +30.8% | +28.7% |
| 3M | -1.1% | +1.7% | -2.8% | -2.0% |
| 6M | +190.5% | -3.5% | +194.0% | +196.5% |
| YTD | +633.0% | +7.9% | +625.1% | +608.4% |
| 1Y | +2,684.0% | +17.2% | +2,666.8% | +2,307.9% |
| All | +2,684.0% | +16.6% | +2,667.4% | +2,307.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling