+4,727.7%
SNDK vs MOD
+96.9%
+4,630.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | +13.1% | +6.3% | +6.8% | +8.5% |
| 30D | +43.4% | -1.7% | +45.0% | +45.8% |
| 3M | +5.8% | -30.1% | +36.0% | +38.9% |
| 6M | +229.6% | +2.7% | +226.9% | +246.3% |
| YTD | +632.2% | +44.1% | +588.1% | +524.4% |
| 1Y | +2,365.4% | +38.7% | +2,326.7% | +2,097.7% |
| All | +4,727.7% | +96.9% | +4,630.9% | +3,173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling