+4,601.6%
SNDK vs IR
-19.7%
+4,621.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.5% |
| 7D | +8.8% | -3.1% | +11.9% | +11.8% |
| 30D | +33.2% | -14.0% | +47.2% | +51.1% |
| 3M | +3.0% | +3.7% | -0.7% | -1.0% |
| 6M | +173.5% | -15.4% | +188.9% | +213.6% |
| YTD | +613.0% | -7.7% | +620.7% | +625.4% |
| 1Y | +2,189.8% | -8.8% | +2,198.6% | +2,274.6% |
| All | +4,601.6% | -19.7% | +4,621.3% | +5,356.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling