+4,601.6%
SNDK vs STM
+116.6%
+4,485.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -2.9% |
| 7D | +8.8% | -1.1% | +9.9% | +9.9% |
| 30D | +33.2% | -7.8% | +41.0% | +42.0% |
| 3M | +3.0% | -28.2% | +31.2% | +34.4% |
| 6M | +173.5% | +52.0% | +121.5% | +113.4% |
| YTD | +613.0% | +96.4% | +516.6% | +371.3% |
| 1Y | +2,189.8% | +98.8% | +2,090.9% | +1,369.7% |
| All | +4,601.6% | +116.6% | +4,485.1% | +2,584.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling