+1,837.5%
SNDK vs ITW
+4.8%
+1,832.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.5% |
| 7D | -6.1% | -0.7% | -5.4% | -6.1% |
| 30D | +21.5% | -8.3% | +29.8% | +21.6% |
| 3M | -13.2% | +6.0% | -19.2% | -17.6% |
| 6M | +149.2% | 0.0% | +149.2% | +139.7% |
| YTD | +588.1% | +10.2% | +577.8% | +580.3% |
| 1Y | +1,837.5% | +3.2% | +1,834.3% | +2,070.2% |
| All | +1,837.5% | +4.8% | +1,832.7% | +2,070.2% |
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