+2,684.0%
SNDK vs SITM
+174.8%
+2,509.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.5% | +5.3% | +8.5% |
| 7D | +17.2% | +9.7% | +7.5% | +11.9% |
| 30D | +28.8% | +12.7% | +16.1% | +16.7% |
| 3M | -1.1% | -13.4% | +12.3% | +5.7% |
| 6M | +190.5% | +59.6% | +130.8% | +125.9% |
| YTD | +633.0% | +73.3% | +559.7% | +442.8% |
| 1Y | +2,684.0% | +165.5% | +2,518.5% | +1,643.1% |
| All | +2,684.0% | +174.8% | +2,509.2% | +1,643.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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