+4,437.1%
SNDK vs IJR
+24.6%
+4,412.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -4.7% |
| 7D | -6.1% | -2.2% | -4.0% | -1.5% |
| 30D | +21.5% | -4.6% | +26.1% | +35.1% |
| 3M | -13.2% | +0.2% | -13.4% | -11.5% |
| 6M | +149.2% | +14.7% | +134.5% | +95.8% |
| YTD | +588.1% | +18.9% | +569.2% | +402.6% |
| 1Y | +1,837.5% | +19.9% | +1,817.6% | +1,324.7% |
| All | +4,437.1% | +24.6% | +4,412.5% | +3,498.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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