+4,601.6%
SNDK vs M
+49.3%
+4,552.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -1.5% |
| 7D | +8.8% | -8.8% | +17.6% | +14.4% |
| 30D | +33.2% | -16.4% | +49.6% | +46.2% |
| 3M | +3.0% | -10.8% | +13.8% | +8.3% |
| 6M | +173.5% | +16.1% | +157.4% | +148.0% |
| YTD | +613.0% | -5.3% | +618.3% | +613.1% |
| 1Y | +2,189.8% | +24.9% | +2,164.9% | +1,862.2% |
| All | +4,601.6% | +49.3% | +4,552.4% | +3,950.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling