+4,437.1%
SNDK vs PM
+35.0%
+4,402.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.0% |
| 7D | -6.1% | +4.7% | -10.8% | -3.0% |
| 30D | +21.5% | +2.6% | +18.9% | +24.4% |
| 3M | -13.2% | +6.6% | -19.8% | -7.9% |
| 6M | +149.2% | +16.5% | +132.7% | +168.6% |
| YTD | +588.1% | +21.2% | +566.9% | +667.5% |
| 1Y | +1,837.5% | +17.9% | +1,819.6% | +2,108.7% |
| All | +4,437.1% | +35.0% | +4,402.1% | +4,900.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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