+4,437.1%
SNDK vs NEM
+176.2%
+4,260.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.8% |
| 7D | -6.1% | -1.0% | -5.1% | -5.6% |
| 30D | +21.5% | +7.8% | +13.7% | +15.5% |
| 3M | -13.2% | +30.2% | -43.4% | -26.3% |
| 6M | +149.2% | +9.6% | +139.6% | +128.7% |
| YTD | +588.1% | +27.8% | +560.3% | +470.1% |
| 1Y | +1,837.5% | +60.7% | +1,776.8% | +1,358.2% |
| All | +4,437.1% | +176.2% | +4,260.9% | +2,588.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling