+199.7%
SNDK vs SGI
-12.8%
+212.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.5% |
| 7D | +13.6% | +0.6% | +13.0% | +13.2% |
| 30D | +42.5% | +5.5% | +37.0% | +38.1% |
| 3M | +7.1% | -3.6% | +10.7% | +9.6% |
| 6M | +199.7% | -15.0% | +214.7% | +230.3% |
| All | +199.7% | -12.8% | +212.5% | +230.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling