+4,437.1%
SNDK vs SO
+6.4%
+4,430.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.9% |
| 7D | -6.1% | -1.1% | -5.1% | -6.7% |
| 30D | +21.5% | -5.0% | +26.5% | +18.1% |
| 3M | -13.2% | -5.8% | -7.4% | -15.9% |
| 6M | +149.2% | -7.9% | +157.1% | +142.7% |
| YTD | +588.1% | +2.4% | +585.7% | +571.8% |
| 1Y | +1,837.5% | -2.3% | +1,839.8% | +1,759.5% |
| All | +4,437.1% | +6.4% | +4,430.7% | +3,771.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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