+2,684.0%
SNDK vs STM
+107.3%
+2,576.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.9% | +10.0% | +10.4% |
| 7D | +17.2% | +5.8% | +11.4% | +12.2% |
| 30D | +28.8% | -1.0% | +29.8% | +29.5% |
| 3M | -1.1% | -33.3% | +32.1% | +35.6% |
| 6M | +190.5% | +57.4% | +133.1% | +126.7% |
| YTD | +633.0% | +102.2% | +530.8% | +391.4% |
| 1Y | +2,684.0% | +99.6% | +2,584.4% | +1,643.1% |
| All | +2,684.0% | +107.3% | +2,576.7% | +1,643.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling