-38.8%
SNDK vs EXPD
+26.2%
-65.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | +6.0% | +5.5% | +0.5% | +0.2% |
| 30D | -36.9% | -0.8% | -36.1% | -35.3% |
| 3M | -42.1% | +4.1% | -46.2% | -43.0% |
| 6M | -38.8% | +25.7% | -64.5% | -50.1% |
| All | -38.8% | +26.2% | -65.1% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling