+433.2%
SNDK vs FFIV
+33.5%
+399.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.4% | -7.5% | -7.8% |
| 7D | -26.2% | -9.8% | -16.4% | -24.0% |
| 30D | -39.1% | -28.1% | -11.0% | -34.9% |
| 3M | -27.3% | -20.0% | -7.3% | -25.5% |
| 6M | -17.4% | -0.1% | -17.3% | -17.5% |
| YTD | +337.0% | +29.2% | +307.9% | +323.4% |
| 1Y | +433.2% | +36.6% | +396.6% | +428.0% |
| All | +433.2% | +33.5% | +399.7% | +428.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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