+4,733.3%
SNDK vs FICO
-47.8%
+4,781.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -16.7% | +28.6% | +9.3% |
| 7D | +17.2% | -19.2% | +36.4% | +14.0% |
| 30D | +28.8% | -14.6% | +43.4% | +26.2% |
| 3M | -1.1% | -20.1% | +19.0% | -5.6% |
| 6M | +190.5% | -36.3% | +226.8% | +182.0% |
| YTD | +633.0% | -44.9% | +677.9% | +634.7% |
| 1Y | +2,684.0% | -38.6% | +2,722.6% | +2,550.8% |
| All | +4,733.3% | -47.8% | +4,781.1% | +4,594.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling