-38.8%
SNDK vs FIX
-45.3%
+6.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -4.0% |
| 7D | +6.0% | +9.4% | -3.4% | -4.2% |
| 30D | -36.9% | -27.8% | -9.2% | -7.0% |
| 3M | -42.1% | -35.6% | -6.5% | -3.3% |
| 6M | -38.8% | -45.2% | +6.4% | +30.4% |
| All | -38.8% | -45.3% | +6.5% | +30.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling