+221.0%
SNDK vs FICO
-58.1%
+279.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -3.9% | -2.6% |
| 7D | -23.7% | +0.9% | -24.5% | -23.4% |
| 30D | -45.6% | +9.4% | -55.1% | -43.2% |
| 3M | -30.5% | -30.4% | -0.1% | -39.0% |
| 6M | -45.0% | -35.1% | -9.8% | -53.7% |
| YTD | +262.3% | -56.8% | +319.1% | +170.9% |
| 1Y | +221.0% | -58.4% | +279.4% | +144.2% |
| All | +221.0% | -58.1% | +279.1% | +144.2% |
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