+4,437.1%
SNDK vs ROK
+45.9%
+4,391.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -5.8% |
| 7D | -6.1% | -1.2% | -4.9% | -4.6% |
| 30D | +21.5% | -4.8% | +26.3% | +29.8% |
| 3M | -13.2% | -6.1% | -7.1% | -4.0% |
| 6M | +149.2% | +15.5% | +133.7% | +110.8% |
| YTD | +588.1% | +11.2% | +576.9% | +499.1% |
| 1Y | +1,837.5% | +23.8% | +1,813.7% | +1,404.3% |
| All | +4,437.1% | +45.9% | +4,391.2% | +3,420.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling