+4,437.1%
SNDK vs SITM
+281.3%
+4,155.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.5% | -9.0% | -6.3% |
| 7D | -6.1% | +3.9% | -10.0% | -8.2% |
| 30D | +21.5% | -6.6% | +28.1% | +25.6% |
| 3M | -13.2% | -11.9% | -1.3% | -8.5% |
| 6M | +149.2% | +81.1% | +68.1% | +81.4% |
| YTD | +588.1% | +80.0% | +508.1% | +393.7% |
| 1Y | +1,837.5% | +145.8% | +1,691.7% | +1,076.8% |
| All | +4,437.1% | +281.3% | +4,155.8% | +1,994.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling