+4,437.1%
SNDK vs EXPD
+76.5%
+4,360.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.8% |
| 7D | -6.1% | +2.0% | -8.1% | -7.6% |
| 30D | +21.5% | +4.4% | +17.1% | +17.7% |
| 3M | -13.2% | +15.7% | -28.9% | -22.4% |
| 6M | +149.2% | +37.5% | +111.7% | +95.7% |
| YTD | +588.1% | +29.9% | +558.2% | +442.4% |
| 1Y | +1,837.5% | +57.8% | +1,779.8% | +1,184.4% |
| All | +4,437.1% | +76.5% | +4,360.6% | +2,643.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling