+4,800.5%
SNDK vs SPY
+28.3%
+4,772.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.8% |
| 7D | +13.6% | -0.4% | +13.9% | +14.4% |
| 30D | +42.5% | -1.4% | +43.9% | +47.8% |
| 3M | +7.1% | +3.7% | +3.4% | +0.3% |
| 6M | +199.7% | +13.0% | +186.7% | +130.4% |
| YTD | +643.2% | +12.4% | +630.8% | +480.9% |
| 1Y | +2,402.0% | +18.5% | +2,383.5% | +1,721.1% |
| All | +4,800.5% | +28.3% | +4,772.2% | +3,461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling