+4,437.1%
SNDK vs STM
+119.8%
+4,317.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.6% |
| 7D | -6.1% | -1.4% | -4.7% | -5.2% |
| 30D | +21.5% | -4.9% | +26.4% | +26.6% |
| 3M | -13.2% | -34.0% | +20.8% | +18.9% |
| 6M | +149.2% | +51.8% | +97.4% | +94.1% |
| YTD | +588.1% | +99.4% | +488.7% | +349.4% |
| 1Y | +1,837.5% | +99.1% | +1,738.5% | +1,139.0% |
| All | +4,437.1% | +119.8% | +4,317.2% | +2,459.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling