+2,189.8%
SNDK vs FIVE
+69.1%
+2,120.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.7% | -2.4% |
| 7D | +8.8% | +0.6% | +8.3% | +8.6% |
| 30D | +33.2% | +3.0% | +30.2% | +29.4% |
| 3M | +3.0% | +23.2% | -20.2% | -13.6% |
| 6M | +173.5% | +9.2% | +164.3% | +144.2% |
| YTD | +613.0% | +28.1% | +584.9% | +425.6% |
| 1Y | +2,189.8% | +65.3% | +2,124.5% | +1,145.2% |
| All | +2,189.8% | +69.1% | +2,120.7% | +1,145.2% |
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 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