+4,437.1%
SNDK vs RL
+25.5%
+4,411.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -4.1% |
| 7D | -6.1% | -3.4% | -2.7% | -3.5% |
| 30D | +21.5% | -14.4% | +35.9% | +37.3% |
| 3M | -13.2% | -13.6% | +0.4% | -3.1% |
| 6M | +149.2% | +0.6% | +148.6% | +143.0% |
| YTD | +588.1% | -3.6% | +591.7% | +591.6% |
| 1Y | +1,837.5% | +8.3% | +1,829.2% | +1,668.8% |
| All | +4,437.1% | +25.5% | +4,411.5% | +3,602.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling