+4,727.7%
SNDK vs EXPE
+36.4%
+4,691.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.9% | +7.8% | +1.4% |
| 7D | +13.1% | -9.8% | +22.8% | +15.2% |
| 30D | +43.4% | -11.5% | +54.9% | +46.1% |
| 3M | +5.8% | +21.7% | -15.9% | -4.9% |
| 6M | +229.6% | +10.4% | +219.2% | +202.4% |
| YTD | +632.2% | -2.5% | +634.7% | +611.5% |
| 1Y | +2,365.4% | +27.3% | +2,338.1% | +1,836.4% |
| All | +4,727.7% | +36.4% | +4,691.3% | +3,715.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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