+195.6%
SNDK vs FIVE
+18.7%
+176.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.1% | +6.8% | +10.0% |
| 7D | +17.2% | +4.3% | +12.9% | +15.5% |
| 30D | +28.8% | +12.5% | +16.3% | +22.0% |
| 3M | -1.1% | +31.2% | -32.4% | -11.9% |
| All | +195.6% | +18.7% | +176.9% | +172.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling