+1,837.5%
SNDK vs ES
+11.9%
+1,825.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.6% |
| 7D | -6.1% | -3.6% | -2.6% | -6.6% |
| 30D | +21.5% | -4.2% | +25.7% | +20.9% |
| 3M | -13.2% | +0.1% | -13.3% | -14.4% |
| 6M | +149.2% | -6.2% | +155.4% | +152.3% |
| YTD | +588.1% | +4.1% | +584.0% | +564.2% |
| 1Y | +1,837.5% | +10.2% | +1,827.4% | +1,540.8% |
| All | +1,837.5% | +11.9% | +1,825.6% | +1,540.8% |
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