+4,800.5%
SNDK vs F
+60.9%
+4,739.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +4.0% |
| 7D | +13.6% | -4.9% | +18.4% | +17.1% |
| 30D | +42.5% | -2.9% | +45.4% | +44.6% |
| 3M | +7.1% | -9.1% | +16.2% | +12.5% |
| 6M | +199.7% | +12.9% | +186.7% | +157.1% |
| YTD | +643.2% | +6.1% | +637.1% | +567.9% |
| 1Y | +2,402.0% | +22.5% | +2,379.5% | +1,895.7% |
| All | +4,800.5% | +60.9% | +4,739.6% | +2,888.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling