+4,601.6%
SNDK vs ROP
-31.0%
+4,632.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.3% |
| 7D | +8.8% | -8.0% | +16.8% | +4.6% |
| 30D | +33.2% | -2.7% | +35.9% | +31.8% |
| 3M | +3.0% | +16.6% | -13.6% | +5.8% |
| 6M | +173.5% | +10.4% | +163.1% | +183.3% |
| YTD | +613.0% | -12.1% | +625.1% | +739.9% |
| 1Y | +2,189.8% | -23.6% | +2,213.4% | +2,927.0% |
| All | +4,601.6% | -31.0% | +4,632.6% | +7,878.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling