+1,837.5%
SNDK vs RMBS
+11.7%
+1,825.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -4.9% |
| 7D | -6.1% | +1.8% | -7.9% | -7.3% |
| 30D | +21.5% | -13.9% | +35.4% | +35.2% |
| 3M | -13.2% | -39.8% | +26.6% | +24.1% |
| 6M | +149.2% | -6.0% | +155.2% | +150.1% |
| YTD | +588.1% | -5.4% | +593.4% | +518.8% |
| 1Y | +1,837.5% | -1.8% | +1,839.4% | +1,701.4% |
| All | +1,837.5% | +11.7% | +1,825.8% | +1,701.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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