-36.8%
SNDK vs FN
-40.4%
+3.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.9% | +7.8% | +9.4% |
| 7D | -5.8% | +8.0% | -13.8% | -9.9% |
| 30D | -34.3% | -19.1% | -15.1% | -23.5% |
| 3M | -23.1% | -29.8% | +6.7% | -3.4% |
| 6M | -36.8% | -43.2% | +6.4% | -15.3% |
| All | -36.8% | -40.4% | +3.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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