+4,800.5%
SNDK vs RMBS
+39.0%
+4,761.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.9% |
| 7D | +13.6% | +3.5% | +10.1% | +10.9% |
| 30D | +42.5% | -8.6% | +51.1% | +52.2% |
| 3M | +7.1% | -40.3% | +47.5% | +57.3% |
| 6M | +199.7% | -1.0% | +200.6% | +189.0% |
| YTD | +643.2% | -4.6% | +647.8% | +583.4% |
| 1Y | +2,402.0% | +17.6% | +2,384.4% | +1,883.4% |
| All | +4,800.5% | +39.0% | +4,761.5% | +3,383.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling