+433.2%
SNDK vs FIX
+14.3%
+418.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -15.1% | +7.2% | +10.1% |
| 7D | -26.2% | -18.9% | -7.2% | -6.0% |
| 30D | -39.1% | -36.3% | -2.8% | +2.8% |
| 3M | -27.3% | -38.5% | +11.2% | +27.5% |
| 6M | -17.4% | -42.3% | +24.9% | +64.1% |
| YTD | +337.0% | +17.1% | +319.9% | +208.6% |
| 1Y | +433.2% | +14.4% | +418.8% | +299.4% |
| All | +433.2% | +14.3% | +418.9% | +299.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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