+4,601.6%
SNDK vs SPGI
-18.0%
+4,619.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -4.3% |
| 7D | +8.8% | -8.9% | +17.8% | +7.4% |
| 30D | +33.2% | +0.6% | +32.5% | +33.2% |
| 3M | +3.0% | +2.0% | +1.0% | +2.9% |
| 6M | +173.5% | +0.1% | +173.4% | +174.6% |
| YTD | +613.0% | -16.4% | +629.4% | +667.4% |
| 1Y | +2,189.8% | -18.9% | +2,208.7% | +2,465.6% |
| All | +4,601.6% | -18.0% | +4,619.7% | +5,459.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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