+4,437.1%
SNDK vs SFM
-57.4%
+4,494.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.4% |
| 7D | -6.1% | -10.6% | +4.5% | -7.1% |
| 30D | +21.5% | -15.5% | +37.0% | +19.7% |
| 3M | -13.2% | -17.4% | +4.2% | -14.5% |
| 6M | +149.2% | -3.4% | +152.6% | +148.5% |
| YTD | +588.1% | -8.7% | +596.7% | +587.9% |
| 1Y | +1,837.5% | -47.2% | +1,884.7% | +1,897.9% |
| All | +4,437.1% | -57.4% | +4,494.5% | +4,388.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling