+4,437.1%
SNDK vs IWM
+30.4%
+4,406.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -4.4% |
| 7D | -6.1% | -2.4% | -3.7% | -0.8% |
| 30D | +21.5% | -4.6% | +26.1% | +35.2% |
| 3M | -13.2% | -0.3% | -12.9% | -9.6% |
| 6M | +149.2% | +14.7% | +134.5% | +96.7% |
| YTD | +588.1% | +17.8% | +570.2% | +416.7% |
| 1Y | +1,837.5% | +21.2% | +1,816.3% | +1,329.0% |
| All | +4,437.1% | +30.4% | +4,406.7% | +3,017.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWM.
Daily Out/Under-Performance
Portfolio return minus IWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWM 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 IWM 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