+4,727.7%
SNDK vs FIVE
+189.6%
+4,538.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.6% |
| 7D | +13.1% | +3.7% | +9.4% | +10.9% |
| 30D | +43.4% | +4.0% | +39.4% | +39.4% |
| 3M | +5.8% | +36.2% | -30.4% | -13.1% |
| 6M | +229.6% | +18.0% | +211.6% | +189.7% |
| YTD | +632.2% | +34.9% | +597.3% | +493.4% |
| 1Y | +2,365.4% | +67.9% | +2,297.5% | +1,657.1% |
| All | +4,727.7% | +189.6% | +4,538.2% | +2,565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling