+4,800.5%
SNDK vs ICE
-4.8%
+4,805.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.1% |
| 7D | +13.6% | -0.9% | +14.4% | +13.1% |
| 30D | +42.5% | +4.0% | +38.6% | +45.4% |
| 3M | +7.1% | +11.0% | -3.8% | +18.4% |
| 6M | +199.7% | -5.0% | +204.6% | +233.6% |
| YTD | +643.2% | -2.7% | +645.9% | +707.6% |
| 1Y | +2,402.0% | -8.6% | +2,410.6% | +2,833.1% |
| All | +4,800.5% | -4.8% | +4,805.2% | +5,433.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 all: compounded portfolio wealth divided by compounded ICE 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…
all analysis · Full analysis span regression · 6 months rolling