+4,601.6%
SNDK vs ROL
-30.0%
+4,631.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.0% |
| 7D | +8.8% | -3.2% | +12.1% | +7.1% |
| 30D | +33.2% | -6.6% | +39.8% | +29.1% |
| 3M | +3.0% | -27.3% | +30.3% | -8.3% |
| 6M | +173.5% | -38.1% | +211.6% | +135.1% |
| YTD | +613.0% | -41.8% | +654.8% | +504.5% |
| 1Y | +2,189.8% | -37.8% | +2,227.6% | +1,868.6% |
| All | +4,601.6% | -30.0% | +4,631.7% | +3,903.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling