+4,601.6%
SNDK vs SAP
-27.4%
+4,629.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.5% | -4.4% |
| 7D | +8.8% | -5.1% | +14.0% | +7.7% |
| 30D | +33.2% | -1.8% | +34.9% | +32.8% |
| 3M | +3.0% | +20.9% | -17.9% | +10.6% |
| 6M | +173.5% | +7.0% | +166.5% | +201.3% |
| YTD | +613.0% | -13.7% | +626.8% | +739.0% |
| 1Y | +2,189.8% | -19.6% | +2,209.3% | +2,701.6% |
| All | +4,601.6% | -27.4% | +4,629.1% | +5,996.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling