+4,437.1%
SNDK vs SAN
+159.7%
+4,277.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -5.5% |
| 7D | -6.1% | +0.2% | -6.3% | -6.4% |
| 30D | +21.5% | +0.9% | +20.6% | +20.0% |
| 3M | -13.2% | +19.1% | -32.3% | -26.1% |
| 6M | +149.2% | +33.2% | +116.0% | +92.4% |
| YTD | +588.1% | +29.1% | +559.0% | +421.6% |
| 1Y | +1,837.5% | +50.2% | +1,787.3% | +1,152.7% |
| All | +4,437.1% | +159.7% | +4,277.3% | +1,499.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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