+2,684.0%
SNDK vs ROST
+54.0%
+2,630.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.4% | +12.3% | +12.0% |
| 7D | +17.2% | +0.9% | +16.2% | +16.9% |
| 30D | +28.8% | -8.9% | +37.7% | +31.6% |
| 3M | -1.1% | -0.8% | -0.3% | -2.8% |
| 6M | +190.5% | +8.5% | +182.0% | +165.1% |
| YTD | +633.0% | +28.6% | +604.4% | +494.0% |
| 1Y | +2,684.0% | +52.3% | +2,631.7% | +1,822.0% |
| All | +2,684.0% | +54.0% | +2,630.0% | +1,822.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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