+4,437.1%
SNDK vs OMC
+2.9%
+4,434.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.5% |
| 7D | -6.1% | -4.4% | -1.8% | -6.0% |
| 30D | +21.5% | -7.6% | +29.1% | +21.7% |
| 3M | -13.2% | +4.5% | -17.7% | -15.6% |
| 6M | +149.2% | -0.3% | +149.5% | +146.2% |
| YTD | +588.1% | -0.1% | +588.2% | +583.3% |
| 1Y | +1,837.5% | +4.6% | +1,832.9% | +1,715.9% |
| All | +4,437.1% | +2.9% | +4,434.2% | +4,609.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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