+4,727.7%
SNDK vs STM
+121.8%
+4,605.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +13.1% | +5.2% | +7.9% | +9.0% |
| 30D | +43.4% | -7.4% | +50.7% | +52.1% |
| 3M | +5.8% | -30.6% | +36.5% | +40.6% |
| 6M | +229.6% | +66.4% | +163.2% | +142.2% |
| YTD | +632.2% | +101.1% | +531.0% | +375.2% |
| 1Y | +2,365.4% | +97.4% | +2,268.0% | +1,485.4% |
| All | +4,727.7% | +121.8% | +4,605.9% | +2,606.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling