+4,601.6%
SNDK vs MOD
+83.5%
+4,518.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.4% | -1.5% |
| 7D | +8.8% | -3.9% | +12.8% | +12.1% |
| 30D | +33.2% | -9.6% | +42.8% | +43.6% |
| 3M | +3.0% | -30.6% | +33.6% | +37.3% |
| 6M | +173.5% | -10.9% | +184.4% | +212.9% |
| YTD | +613.0% | +34.3% | +578.8% | +538.2% |
| 1Y | +2,189.8% | +18.3% | +2,171.4% | +2,134.1% |
| All | +4,601.6% | +83.5% | +4,518.2% | +3,246.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling