+4,601.6%
SNDK vs ROK
+43.5%
+4,558.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -2.6% |
| 7D | +8.8% | -1.6% | +10.5% | +11.5% |
| 30D | +33.2% | -5.4% | +38.6% | +43.8% |
| 3M | +3.0% | -4.0% | +7.0% | +11.4% |
| 6M | +173.5% | +13.3% | +160.1% | +137.5% |
| YTD | +613.0% | +9.3% | +603.7% | +535.7% |
| 1Y | +2,189.8% | +25.8% | +2,163.9% | +1,656.7% |
| All | +4,601.6% | +43.5% | +4,558.1% | +3,635.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling