+4,437.1%
SNDK vs SPYM
+28.7%
+4,408.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -5.9% |
| 7D | -6.1% | -0.8% | -5.3% | -4.1% |
| 30D | +21.5% | -1.1% | +22.6% | +25.1% |
| 3M | -13.2% | +3.9% | -17.1% | -19.8% |
| 6M | +149.2% | +13.6% | +135.6% | +85.9% |
| YTD | +588.1% | +12.7% | +575.3% | +425.1% |
| 1Y | +1,837.5% | +17.6% | +1,820.0% | +1,299.3% |
| All | +4,437.1% | +28.7% | +4,408.3% | +3,018.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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