+433.2%
SNDK vs IBM
-13.0%
+446.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.7% | -9.6% | -7.6% |
| 7D | -26.2% | +0.4% | -26.6% | -26.1% |
| 30D | -39.1% | +14.8% | -53.9% | -37.5% |
| 3M | -27.3% | +8.9% | -36.3% | -26.0% |
| 6M | -17.4% | +12.4% | -29.8% | -18.3% |
| YTD | +337.0% | -12.4% | +349.4% | +341.7% |
| 1Y | +433.2% | -13.3% | +446.4% | +448.6% |
| All | +433.2% | -13.0% | +446.2% | +448.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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