+4,727.7%
SNDK vs FFIV
+25.0%
+4,702.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +13.1% | -1.5% | +14.6% | +14.1% |
| 30D | +43.4% | -2.7% | +46.0% | +44.9% |
| 3M | +5.8% | -1.7% | +7.5% | +7.6% |
| 6M | +229.6% | +36.1% | +193.5% | +173.3% |
| YTD | +632.2% | +52.6% | +579.5% | +447.7% |
| 1Y | +2,365.4% | +21.5% | +2,343.9% | +2,134.8% |
| All | +4,727.7% | +25.0% | +4,702.8% | +3,610.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling