+4,437.1%
SNDK vs SPY
+28.6%
+4,408.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -5.8% |
| 7D | -6.1% | -0.8% | -5.4% | -4.2% |
| 30D | +21.5% | -1.1% | +22.6% | +24.9% |
| 3M | -13.2% | +3.9% | -17.1% | -19.4% |
| 6M | +149.2% | +13.6% | +135.6% | +88.9% |
| YTD | +588.1% | +12.7% | +575.4% | +433.8% |
| 1Y | +1,837.5% | +17.5% | +1,820.0% | +1,328.2% |
| All | +4,437.1% | +28.6% | +4,408.5% | +3,172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling