+4,727.7%
SNDK vs M
+63.5%
+4,664.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.3% |
| 7D | +13.1% | +2.4% | +10.7% | +11.8% |
| 30D | +43.4% | -11.6% | +55.0% | +52.8% |
| 3M | +5.8% | +1.6% | +4.2% | +3.6% |
| 6M | +229.6% | +25.2% | +204.4% | +186.7% |
| YTD | +632.2% | +3.8% | +628.4% | +597.4% |
| 1Y | +2,365.4% | +36.3% | +2,329.1% | +1,914.6% |
| All | +4,727.7% | +63.5% | +4,664.3% | +3,861.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling