+4,800.5%
SNDK vs ES
+26.2%
+4,774.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +13.6% | 0.0% | +13.6% | +13.5% |
| 30D | +42.5% | -1.0% | +43.5% | +42.8% |
| 3M | +7.1% | +1.5% | +5.7% | +4.9% |
| 6M | +199.7% | -3.5% | +203.1% | +201.5% |
| YTD | +643.2% | +7.0% | +636.2% | +592.3% |
| 1Y | +2,402.0% | +15.3% | +2,386.7% | +2,016.3% |
| All | +4,800.5% | +26.2% | +4,774.2% | +3,942.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling