+4,800.5%
SNDK vs RL
+24.3%
+4,776.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.9% | +4.3% |
| 7D | +13.6% | -0.3% | +13.8% | +13.8% |
| 30D | +42.5% | -17.5% | +60.0% | +66.0% |
| 3M | +7.1% | -14.0% | +21.1% | +20.3% |
| 6M | +199.7% | -2.0% | +201.6% | +198.4% |
| YTD | +643.2% | -4.6% | +647.8% | +653.7% |
| 1Y | +2,402.0% | +9.5% | +2,392.5% | +2,169.9% |
| All | +4,800.5% | +24.3% | +4,776.2% | +3,934.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling