+4,437.1%
SNDK vs SM
+3.8%
+4,433.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.5% |
| 7D | -6.1% | +4.6% | -10.7% | -6.8% |
| 30D | +21.5% | +18.2% | +3.3% | +18.1% |
| 3M | -13.2% | +22.5% | -35.7% | -16.1% |
| 6M | +149.2% | +50.6% | +98.6% | +120.9% |
| YTD | +588.1% | +108.1% | +480.0% | +431.5% |
| 1Y | +1,837.5% | +46.0% | +1,791.5% | +1,646.1% |
| All | +4,437.1% | +3.8% | +4,433.3% | +4,528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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