+433.2%
SNDK vs FDS
+31.1%
+402.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.9% | -10.8% | -6.1% |
| 7D | -26.2% | +9.4% | -35.6% | -21.4% |
| 30D | -39.1% | +23.8% | -62.9% | -30.1% |
| 3M | -27.3% | +25.1% | -52.5% | -15.3% |
| 6M | -17.4% | +53.8% | -71.2% | +10.8% |
| YTD | +337.0% | +19.6% | +317.5% | +471.2% |
| 1Y | +433.2% | +31.6% | +401.5% | +628.4% |
| All | +433.2% | +31.1% | +402.0% | +628.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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