+4,800.5%
SNDK vs FDS
-37.3%
+4,837.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +0.2% |
| 7D | +13.6% | -8.8% | +22.4% | +9.9% |
| 30D | +42.5% | -1.4% | +43.9% | +42.4% |
| 3M | +7.1% | +13.9% | -6.7% | +15.7% |
| 6M | +199.7% | +27.4% | +172.3% | +220.0% |
| YTD | +643.2% | -2.5% | +645.6% | +746.6% |
| 1Y | +2,402.0% | -23.8% | +2,425.8% | +3,356.0% |
| All | +4,800.5% | -37.3% | +4,837.8% | +10,196.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling