+4,437.1%
SNDK vs SGI
+1.8%
+4,435.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -4.1% |
| 7D | -6.1% | -4.5% | -1.7% | -3.5% |
| 30D | +21.5% | +4.2% | +17.3% | +18.2% |
| 3M | -13.2% | -7.4% | -5.7% | -9.3% |
| 6M | +149.2% | -15.1% | +164.3% | +172.0% |
| YTD | +588.1% | -24.7% | +612.8% | +700.7% |
| 1Y | +1,837.5% | -21.8% | +1,859.3% | +2,130.3% |
| All | +4,437.1% | +1.8% | +4,435.3% | +4,208.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling