+4,727.7%
SNDK vs SAP
-25.5%
+4,753.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.5% |
| 7D | +13.1% | -0.3% | +13.3% | +13.1% |
| 30D | +43.4% | +2.6% | +40.8% | +44.2% |
| 3M | +5.8% | +16.3% | -10.4% | +16.3% |
| 6M | +229.6% | +6.4% | +223.2% | +268.0% |
| YTD | +632.2% | -11.4% | +643.6% | +766.1% |
| 1Y | +2,365.4% | -20.4% | +2,385.8% | +2,999.4% |
| All | +4,727.7% | -25.5% | +4,753.2% | +6,193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling