+2,358.4%
SNDK vs MOD
+38.9%
+2,319.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +27.9% | -33.5% | -23.2% |
| 7D | +6.0% | +40.4% | -34.4% | -19.1% |
| 30D | -36.9% | -14.0% | -22.9% | -32.4% |
| 3M | -42.1% | -33.3% | -8.7% | -26.8% |
| 6M | -38.8% | -51.4% | +12.6% | -3.4% |
| YTD | +272.8% | +1.6% | +271.2% | +285.0% |
| 1Y | +263.3% | +5.4% | +258.0% | +271.8% |
| All | +2,358.4% | +38.9% | +2,319.5% | +1,918.6% |
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 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