+4,601.6%
SNDK vs RL
+24.6%
+4,577.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | +8.8% | -2.2% | +11.0% | +10.9% |
| 30D | +33.2% | -15.3% | +48.5% | +51.8% |
| 3M | +3.0% | -10.3% | +13.3% | +11.8% |
| 6M | +173.5% | -2.2% | +175.7% | +172.9% |
| YTD | +613.0% | -4.3% | +617.3% | +621.1% |
| 1Y | +2,189.8% | +8.9% | +2,180.9% | +1,985.7% |
| All | +4,601.6% | +24.6% | +4,577.0% | +3,760.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling