+2,684.0%
SNDK vs FICO
-39.1%
+2,723.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -16.7% | +28.6% | +5.5% |
| 7D | +17.2% | -19.2% | +36.4% | +9.3% |
| 30D | +28.8% | -14.6% | +43.4% | +22.5% |
| 3M | -1.1% | -20.1% | +19.0% | -8.2% |
| 6M | +190.5% | -36.3% | +226.8% | +159.5% |
| YTD | +633.0% | -44.9% | +677.9% | +565.0% |
| 1Y | +2,684.0% | -38.6% | +2,722.6% | +2,385.3% |
| All | +2,684.0% | -39.1% | +2,723.1% | +2,385.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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