+4,437.1%
SNDK vs SAP
-27.3%
+4,464.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | -6.1% | -4.1% | -2.1% | -6.9% |
| 30D | +21.5% | +1.1% | +20.4% | +21.9% |
| 3M | -13.2% | +26.1% | -39.3% | -7.5% |
| 6M | +149.2% | +9.8% | +139.4% | +173.0% |
| YTD | +588.1% | -13.6% | +601.6% | +709.9% |
| 1Y | +1,837.5% | -18.7% | +1,856.2% | +2,260.0% |
| All | +4,437.1% | -27.3% | +4,464.4% | +5,785.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling