+2,288.9%
SNDK vs MOD
+5.5%
+2,283.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -1.0% |
| 7D | -23.7% | -17.8% | -5.8% | -13.4% |
| 30D | -45.6% | -43.2% | -2.4% | -19.8% |
| 3M | -30.5% | -46.0% | +15.5% | +5.3% |
| 6M | -45.0% | -62.2% | +17.3% | +7.3% |
| YTD | +262.3% | -22.8% | +285.1% | +368.0% |
| 1Y | +221.0% | -35.5% | +256.4% | +363.4% |
| All | +2,288.9% | +5.5% | +2,283.4% | +2,353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling