+2,684.0%
SNDK vs FDS
-17.4%
+2,701.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -3.5% | +15.4% | +9.7% |
| 7D | +17.2% | -1.9% | +19.1% | +16.0% |
| 30D | +28.8% | +9.0% | +19.8% | +36.8% |
| 3M | -1.1% | +18.9% | -20.0% | +18.7% |
| 6M | +190.5% | +35.1% | +155.3% | +257.4% |
| YTD | +633.0% | +5.5% | +627.5% | +758.6% |
| 1Y | +2,684.0% | -16.8% | +2,700.8% | +3,335.3% |
| All | +2,684.0% | -17.4% | +2,701.4% | +3,335.3% |
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