+433.2%
SNDK vs ROP
+10.1%
+423.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.9% | -11.8% | -3.7% |
| 7D | -26.2% | +11.7% | -37.9% | -16.0% |
| 30D | -39.1% | +35.5% | -74.6% | -15.1% |
| 3M | -27.3% | +25.3% | -52.7% | -6.0% |
| 6M | -17.4% | +38.9% | -56.3% | +21.5% |
| YTD | +337.0% | +11.4% | +325.7% | +592.6% |
| 1Y | +433.2% | +10.3% | +422.8% | +757.9% |
| All | +433.2% | +10.1% | +423.0% | +757.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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