+2,684.0%
SNDK vs MOD
+45.0%
+2,639.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.3% | +7.6% | +8.4% |
| 7D | +17.2% | +9.6% | +7.6% | +8.8% |
| 30D | +28.8% | 0.0% | +28.8% | +29.5% |
| 3M | -1.1% | -35.4% | +34.3% | +41.7% |
| 6M | +190.5% | -7.3% | +197.7% | +226.4% |
| YTD | +633.0% | +45.8% | +587.2% | +491.7% |
| 1Y | +2,684.0% | +43.1% | +2,640.9% | +2,331.6% |
| All | +2,684.0% | +45.0% | +2,639.0% | +2,331.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling