+4,800.5%
SNDK vs SFM
-57.2%
+4,857.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.4% | +1.1% |
| 7D | +13.6% | -7.2% | +20.7% | +12.8% |
| 30D | +42.5% | -14.3% | +56.8% | +40.6% |
| 3M | +7.1% | -13.7% | +20.9% | +6.0% |
| 6M | +199.7% | -6.0% | +205.7% | +198.5% |
| YTD | +643.2% | -8.2% | +651.4% | +643.3% |
| 1Y | +2,402.0% | -46.2% | +2,448.3% | +2,479.0% |
| All | +4,800.5% | -57.2% | +4,857.6% | +4,750.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling