+4,437.1%
SNDK vs FFIV
+32.1%
+4,405.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.3% | -6.8% | -5.5% |
| 7D | -6.1% | +5.4% | -11.6% | -9.2% |
| 30D | +21.5% | -2.7% | +24.2% | +22.9% |
| 3M | -13.2% | +4.5% | -17.7% | -15.2% |
| 6M | +149.2% | +42.2% | +107.0% | +100.9% |
| YTD | +588.1% | +61.3% | +526.8% | +396.9% |
| 1Y | +1,837.5% | +23.0% | +1,814.5% | +1,691.4% |
| All | +4,437.1% | +32.1% | +4,405.0% | +3,266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling