+2,684.0%
SNDK vs FIX
+128.3%
+2,555.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +9.5% |
| 7D | +17.2% | +6.0% | +11.1% | +9.0% |
| 30D | +28.8% | -7.2% | +36.1% | +42.0% |
| 3M | -1.1% | -15.9% | +14.7% | +29.7% |
| 6M | +190.5% | +12.7% | +177.7% | +170.3% |
| YTD | +633.0% | +72.8% | +560.2% | +310.2% |
| 1Y | +2,684.0% | +122.9% | +2,561.1% | +1,343.9% |
| All | +2,684.0% | +128.3% | +2,555.7% | +1,343.9% |
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