+4,437.1%
SNDK vs NTRS
+79.1%
+4,358.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -4.6% |
| 7D | -6.1% | +1.4% | -7.5% | -7.6% |
| 30D | +21.5% | -0.7% | +22.2% | +22.0% |
| 3M | -13.2% | +11.3% | -24.5% | -22.8% |
| 6M | +149.2% | +35.5% | +113.7% | +75.3% |
| YTD | +588.1% | +40.6% | +547.5% | +356.5% |
| 1Y | +1,837.5% | +49.2% | +1,788.3% | +1,098.7% |
| All | +4,437.1% | +79.1% | +4,358.0% | +2,410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling