+2,684.0%
SNDK vs FANG
+43.7%
+2,640.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.8% | +13.7% | +11.6% |
| 7D | +17.2% | +0.8% | +16.4% | +17.3% |
| 30D | +28.8% | +7.6% | +21.2% | +30.8% |
| 3M | -1.1% | -1.3% | +0.2% | -0.2% |
| 6M | +190.5% | +14.7% | +175.8% | +206.1% |
| YTD | +633.0% | +34.8% | +598.2% | +702.4% |
| 1Y | +2,684.0% | +42.9% | +2,641.1% | +2,921.4% |
| All | +2,684.0% | +43.7% | +2,640.3% | +2,921.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling