+4,437.1%
SNDK vs FTI
+151.6%
+4,285.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -4.3% |
| 7D | -6.1% | -4.4% | -1.7% | -2.7% |
| 30D | +21.5% | +1.5% | +20.0% | +20.8% |
| 3M | -13.2% | +8.2% | -21.4% | -18.0% |
| 6M | +149.2% | +18.8% | +130.4% | +116.4% |
| YTD | +588.1% | +71.7% | +516.4% | +352.6% |
| 1Y | +1,837.5% | +90.0% | +1,747.5% | +1,059.2% |
| All | +4,437.1% | +151.6% | +4,285.5% | +2,168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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