+2,684.0%
SNDK vs SGI
-17.2%
+2,701.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.5% | +11.4% | +11.6% |
| 7D | +17.2% | +8.5% | +8.6% | +12.1% |
| 30D | +28.8% | +0.7% | +28.2% | +28.4% |
| 3M | -1.1% | +0.6% | -1.7% | -1.2% |
| 6M | +190.5% | -17.9% | +208.4% | +218.1% |
| YTD | +633.0% | -21.2% | +654.2% | +709.3% |
| 1Y | +2,684.0% | -18.9% | +2,702.9% | +3,313.6% |
| All | +2,684.0% | -17.2% | +2,701.2% | +3,313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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