+4,727.7%
SNDK vs FICO
-47.7%
+4,775.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +13.1% | -15.4% | +28.5% | +10.7% |
| 30D | +43.4% | -10.4% | +53.8% | +41.4% |
| 3M | +5.8% | -22.7% | +28.5% | +1.4% |
| 6M | +229.6% | -36.8% | +266.4% | +220.5% |
| YTD | +632.2% | -44.8% | +677.0% | +634.0% |
| 1Y | +2,365.4% | -39.3% | +2,404.7% | +2,258.5% |
| All | +4,727.7% | -47.7% | +4,775.5% | +4,589.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling