+4,727.7%
SNDK vs SAN
+158.0%
+4,569.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +13.1% | +3.3% | +9.7% | +9.5% |
| 30D | +43.4% | +1.1% | +42.3% | +41.6% |
| 3M | +5.8% | +22.2% | -16.4% | -11.6% |
| 6M | +229.6% | +36.0% | +193.6% | +150.4% |
| YTD | +632.2% | +28.2% | +603.9% | +459.1% |
| 1Y | +2,365.4% | +54.1% | +2,311.3% | +1,455.5% |
| All | +4,727.7% | +158.0% | +4,569.7% | +1,614.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling