+4,601.6%
SNDK vs MA
+0.9%
+4,600.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | +8.8% | -3.5% | +12.3% | +9.1% |
| 30D | +33.2% | +0.7% | +32.5% | +32.8% |
| 3M | +3.0% | +15.8% | -12.8% | -1.6% |
| 6M | +173.5% | +10.2% | +163.3% | +166.7% |
| YTD | +613.0% | -0.5% | +613.5% | +655.1% |
| 1Y | +2,189.8% | -1.8% | +2,191.6% | +2,350.6% |
| All | +4,601.6% | +0.9% | +4,600.8% | +5,030.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling