+4,437.1%
SNDK vs FERG
+25.6%
+4,411.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -4.1% |
| 7D | -6.1% | -2.6% | -3.6% | -4.0% |
| 30D | +21.5% | -8.9% | +30.4% | +31.7% |
| 3M | -13.2% | -2.0% | -11.1% | -11.6% |
| 6M | +149.2% | -3.2% | +152.4% | +153.4% |
| YTD | +588.1% | +1.5% | +586.6% | +566.4% |
| 1Y | +1,837.5% | +0.5% | +1,837.1% | +1,830.1% |
| All | +4,437.1% | +25.6% | +4,411.5% | +3,929.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling