+2,684.0%
SNDK vs RL
+13.6%
+2,670.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.0% | +9.9% | +10.2% |
| 7D | +17.2% | -0.8% | +18.0% | +17.9% |
| 30D | +28.8% | -7.8% | +36.6% | +36.3% |
| 3M | -1.1% | -4.0% | +2.9% | +1.2% |
| 6M | +190.5% | -1.9% | +192.3% | +189.6% |
| YTD | +633.0% | -0.2% | +633.2% | +604.1% |
| 1Y | +2,684.0% | +10.7% | +2,673.3% | +2,174.9% |
| All | +2,684.0% | +13.6% | +2,670.4% | +2,174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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