+4,437.1%
SNDK vs FANG
+37.9%
+4,399.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.4% |
| 7D | -6.1% | +2.9% | -9.0% | -7.2% |
| 30D | +21.5% | +2.6% | +18.9% | +20.3% |
| 3M | -13.2% | +7.6% | -20.8% | -15.8% |
| 6M | +149.2% | +17.3% | +131.9% | +127.1% |
| YTD | +588.1% | +38.7% | +549.4% | +456.8% |
| 1Y | +1,837.5% | +51.6% | +1,785.9% | +1,344.0% |
| All | +4,437.1% | +37.9% | +4,399.2% | +3,796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling