+2,358.4%
SNDK vs M
+81.4%
+2,277.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.4% |
| 7D | +6.0% | +7.0% | -1.0% | +2.3% |
| 30D | -36.9% | +8.9% | -45.8% | -39.9% |
| 3M | -42.1% | +4.5% | -46.6% | -43.9% |
| 6M | -38.8% | +36.2% | -75.0% | -49.5% |
| YTD | +272.8% | +15.1% | +257.7% | +233.8% |
| 1Y | +263.3% | +27.4% | +235.9% | +204.8% |
| All | +2,358.4% | +81.4% | +2,277.0% | +1,796.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling