+4,437.1%
SNDK vs SARO
-14.2%
+4,451.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -4.6% |
| 7D | -6.1% | -3.1% | -3.0% | -4.1% |
| 30D | +21.5% | -12.2% | +33.7% | +32.7% |
| 3M | -13.2% | -7.4% | -5.8% | -8.9% |
| 6M | +149.2% | -15.3% | +164.5% | +175.1% |
| YTD | +588.1% | -16.2% | +604.3% | +652.7% |
| 1Y | +1,837.5% | -12.1% | +1,849.6% | +1,936.7% |
| All | +4,437.1% | -14.2% | +4,451.3% | +4,563.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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