+4,437.1%
SNDK vs F
+67.1%
+4,370.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.9% |
| 7D | -6.1% | -4.4% | -1.7% | -3.7% |
| 30D | +21.5% | +1.0% | +20.5% | +20.1% |
| 3M | -13.2% | -4.0% | -9.2% | -12.1% |
| 6M | +149.2% | +18.1% | +131.1% | +107.3% |
| YTD | +588.1% | +10.2% | +577.9% | +503.0% |
| 1Y | +1,837.5% | +24.3% | +1,813.2% | +1,435.8% |
| All | +4,437.1% | +67.1% | +4,370.0% | +2,598.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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