+4,601.6%
SNDK vs FFIV
+27.8%
+4,573.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -3.1% |
| 7D | +8.8% | +1.6% | +7.2% | +7.7% |
| 30D | +33.2% | -3.7% | +36.9% | +35.7% |
| 3M | +3.0% | +2.0% | +1.0% | +2.4% |
| 6M | +173.5% | +39.3% | +134.2% | +123.7% |
| YTD | +613.0% | +56.1% | +556.9% | +426.0% |
| 1Y | +2,189.8% | +22.0% | +2,167.8% | +1,998.9% |
| All | +4,601.6% | +27.8% | +4,573.8% | +3,463.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling