+433.2%
SNDK vs ROK
+25.3%
+407.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.4% | -7.1% |
| 7D | -26.2% | 0.0% | -26.2% | -25.9% |
| 30D | -39.1% | -2.5% | -36.6% | -36.6% |
| 3M | -27.3% | 0.0% | -27.3% | -27.1% |
| 6M | -17.4% | +11.6% | -29.0% | -26.5% |
| YTD | +337.0% | +15.2% | +321.8% | +238.7% |
| 1Y | +433.2% | +25.0% | +408.2% | +257.1% |
| All | +433.2% | +25.3% | +407.9% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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