+4,727.7%
SNDK vs SPGI
-14.2%
+4,742.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.6% |
| 7D | +13.1% | -2.5% | +15.6% | +12.7% |
| 30D | +43.4% | +5.4% | +38.0% | +44.3% |
| 3M | +5.8% | +9.0% | -3.2% | +5.8% |
| 6M | +229.6% | +0.8% | +228.8% | +237.6% |
| YTD | +632.2% | -12.6% | +644.7% | +693.3% |
| 1Y | +2,365.4% | -16.1% | +2,381.5% | +2,720.9% |
| All | +4,727.7% | -14.2% | +4,742.0% | +5,647.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling