+4,727.7%
SNDK vs FGI
+69.7%
+4,658.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | +13.1% | +5.2% | +7.9% | +12.9% |
| 30D | +43.4% | +65.2% | -21.8% | +37.5% |
| 3M | +5.8% | +30.2% | -24.3% | +1.7% |
| 6M | +229.6% | +87.8% | +141.8% | +209.0% |
| YTD | +632.2% | +32.5% | +599.7% | +590.2% |
| 1Y | +2,365.4% | +93.6% | +2,271.8% | +2,278.0% |
| All | +4,727.7% | +69.7% | +4,658.1% | +4,790.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling