+272.5%
SNDK vs NTRS
+37.4%
+235.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -3.7% | -18.5% | -19.0% |
| 7D | -39.4% | -0.9% | -38.5% | -38.2% |
| 30D | -51.4% | +1.1% | -52.6% | -51.2% |
| 3M | -40.3% | -6.6% | -33.7% | -36.4% |
| 6M | -42.7% | +7.1% | -49.7% | -44.6% |
| YTD | +239.7% | +27.4% | +212.4% | +159.4% |
| 1Y | +272.5% | +36.5% | +236.0% | +160.8% |
| All | +272.5% | +37.4% | +235.1% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling