+2,684.0%
SNDK vs FIVE
+66.7%
+2,617.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.8% | +8.4% |
| 7D | +17.2% | +4.3% | +12.9% | +14.1% |
| 30D | +28.8% | +12.5% | +16.3% | +16.5% |
| 3M | -1.1% | +31.2% | -32.4% | -20.6% |
| 6M | +190.5% | +14.4% | +176.1% | +152.4% |
| YTD | +633.0% | +33.9% | +599.1% | +431.0% |
| 1Y | +2,684.0% | +65.1% | +2,618.9% | +1,471.1% |
| All | +2,684.0% | +66.7% | +2,617.3% | +1,471.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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