+4,727.7%
SNDK vs PL
+188.7%
+4,539.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | +13.1% | -7.5% | +20.6% | +15.0% |
| 30D | +43.4% | -25.6% | +68.9% | +53.7% |
| 3M | +5.8% | -45.6% | +51.4% | +21.2% |
| 6M | +229.6% | -29.5% | +259.1% | +247.7% |
| YTD | +632.2% | -9.7% | +641.8% | +617.5% |
| 1Y | +2,365.4% | +84.4% | +2,281.0% | +1,963.2% |
| All | +4,727.7% | +188.7% | +4,539.1% | +3,385.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling