+4,437.1%
SNDK vs RJF
+9.4%
+4,427.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -6.1% | -2.7% | -3.4% | -4.2% |
| 30D | +21.5% | -4.3% | +25.8% | +24.9% |
| 3M | -13.2% | +15.7% | -28.9% | -25.9% |
| 6M | +149.2% | +17.8% | +131.4% | +105.6% |
| YTD | +588.1% | +9.2% | +578.9% | +503.3% |
| 1Y | +1,837.5% | +2.8% | +1,834.8% | +1,751.5% |
| All | +4,437.1% | +9.4% | +4,427.6% | +3,419.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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