+4,800.5%
SNDK vs FIX
+302.1%
+4,498.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +3.6% |
| 7D | +13.6% | +3.5% | +10.0% | +9.7% |
| 30D | +42.5% | -3.5% | +46.0% | +48.0% |
| 3M | +7.1% | -11.8% | +18.9% | +28.3% |
| 6M | +199.7% | +17.8% | +181.9% | +180.2% |
| YTD | +643.2% | +73.3% | +569.9% | +414.1% |
| 1Y | +2,402.0% | +128.1% | +2,273.9% | +1,434.4% |
| All | +4,800.5% | +302.1% | +4,498.4% | +1,738.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling