+433.2%
SNDK vs SFM
-35.8%
+469.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.6% | -11.5% | -6.9% |
| 7D | -26.2% | -12.3% | -13.9% | -27.2% |
| 30D | -39.1% | -16.2% | -22.9% | -40.7% |
| 3M | -27.3% | -36.8% | +9.5% | -35.6% |
| 6M | -17.4% | -32.6% | +15.2% | -23.6% |
| YTD | +337.0% | -31.7% | +368.7% | +313.2% |
| 1Y | +433.2% | -35.0% | +468.2% | +405.3% |
| All | +433.2% | -35.8% | +469.0% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling