+4,800.5%
SNDK vs MA
+1.3%
+4,799.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +13.6% | -3.5% | +17.1% | +13.9% |
| 30D | +42.5% | +0.8% | +41.7% | +42.1% |
| 3M | +7.1% | +14.8% | -7.6% | +2.9% |
| 6M | +199.7% | +10.0% | +189.7% | +193.3% |
| YTD | +643.2% | -0.1% | +643.3% | +686.8% |
| 1Y | +2,402.0% | -2.2% | +2,404.2% | +2,602.4% |
| All | +4,800.5% | +1.3% | +4,799.2% | +5,245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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