+1,837.5%
SNDK vs ROL
-37.8%
+1,875.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.1% |
| 7D | -6.1% | -3.2% | -3.0% | -8.5% |
| 30D | +21.5% | -4.9% | +26.4% | +17.0% |
| 3M | -13.2% | -25.8% | +12.6% | -28.7% |
| 6M | +149.2% | -37.6% | +186.8% | +85.7% |
| YTD | +588.1% | -41.5% | +629.6% | +405.7% |
| 1Y | +1,837.5% | -39.5% | +1,877.0% | +1,447.7% |
| All | +1,837.5% | -37.8% | +1,875.3% | +1,447.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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