+2,684.0%
SNDK vs FERG
+0.8%
+2,683.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +9.9% |
| 7D | +17.2% | 0.0% | +17.2% | +17.2% |
| 30D | +28.8% | -10.2% | +39.0% | +40.7% |
| 3M | -1.1% | -0.6% | -0.5% | -0.8% |
| 6M | +190.5% | -6.5% | +197.0% | +205.1% |
| YTD | +633.0% | +4.2% | +628.8% | +584.8% |
| 1Y | +2,684.0% | -2.3% | +2,686.3% | +2,753.7% |
| All | +2,684.0% | +0.8% | +2,683.2% | +2,753.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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