+4,601.6%
SNDK vs EWZ
+63.1%
+4,538.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.3% | -5.7% |
| 7D | +8.8% | +1.1% | +7.7% | +6.9% |
| 30D | +33.2% | +13.5% | +19.7% | +11.3% |
| 3M | +3.0% | +15.2% | -12.2% | -14.0% |
| 6M | +173.5% | +3.7% | +169.8% | +161.4% |
| YTD | +613.0% | +22.5% | +590.5% | +456.0% |
| 1Y | +2,189.8% | +35.3% | +2,154.5% | +1,441.6% |
| All | +4,601.6% | +63.1% | +4,538.5% | +2,465.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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