+284.9%
SNDK vs RF
+17.4%
+267.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | +16.2% | +0.4% | +15.9% | +16.2% |
| 30D | -36.8% | +5.6% | -42.3% | -37.5% |
| 3M | -30.3% | -8.9% | -21.4% | -27.8% |
| 6M | -35.4% | +7.1% | -42.5% | -38.7% |
| YTD | +294.9% | +8.3% | +286.6% | +248.1% |
| All | +284.9% | +17.4% | +267.5% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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