+4,727.7%
SNDK vs ROP
-29.7%
+4,757.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | -1.5% |
| 7D | +13.1% | -5.4% | +18.5% | +10.2% |
| 30D | +43.4% | -1.6% | +45.0% | +42.8% |
| 3M | +5.8% | +18.8% | -13.0% | +9.7% |
| 6M | +229.6% | +8.2% | +221.4% | +247.5% |
| YTD | +632.2% | -10.5% | +642.6% | +770.2% |
| 1Y | +2,365.4% | -23.7% | +2,389.2% | +3,270.0% |
| All | +4,727.7% | -29.7% | +4,757.4% | +8,165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling