+4,800.5%
SNDK vs FIVE
+181.7%
+4,618.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +3.1% |
| 7D | +13.6% | +1.7% | +11.9% | +12.6% |
| 30D | +42.5% | +5.0% | +37.5% | +37.7% |
| 3M | +7.1% | +29.5% | -22.4% | -9.4% |
| 6M | +199.7% | +12.4% | +187.2% | +170.9% |
| YTD | +643.2% | +31.2% | +612.0% | +511.9% |
| 1Y | +2,402.0% | +72.9% | +2,329.2% | +1,660.5% |
| All | +4,800.5% | +181.7% | +4,618.8% | +2,648.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling