+272.5%
SNDK vs ITW
+19.7%
+252.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -2.7% | -19.5% | -22.1% |
| 7D | -39.4% | +1.4% | -40.8% | -39.0% |
| 30D | -51.4% | +6.8% | -58.3% | -51.2% |
| 3M | -40.3% | -3.4% | -36.9% | -39.3% |
| 6M | -42.7% | +13.5% | -56.2% | -46.4% |
| YTD | +239.7% | +18.1% | +221.6% | +222.7% |
| 1Y | +272.5% | +19.4% | +253.0% | +259.8% |
| All | +272.5% | +19.7% | +252.8% | +259.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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