+4,437.1%
SNDK vs FIVE
+178.8%
+4,258.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.4% | -4.9% | -4.3% |
| 7D | -6.1% | -3.0% | -3.1% | -4.5% |
| 30D | +21.5% | +2.7% | +18.8% | +18.9% |
| 3M | -13.2% | +21.1% | -34.3% | -23.7% |
| 6M | +149.2% | +11.9% | +137.3% | +125.9% |
| YTD | +588.1% | +29.9% | +558.2% | +469.9% |
| 1Y | +1,837.5% | +67.8% | +1,769.7% | +1,285.3% |
| All | +4,437.1% | +178.8% | +4,258.3% | +2,460.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling