+433.2%
SNDK vs STRL
-30.1%
+463.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -21.5% | +13.5% | +5.9% |
| 7D | -26.2% | -27.1% | +0.9% | -10.5% |
| 30D | -39.1% | -45.8% | +6.7% | -11.3% |
| 3M | -27.3% | -47.6% | +20.3% | +8.0% |
| 6M | -17.4% | -46.4% | +29.0% | +21.2% |
| YTD | +337.0% | -7.4% | +344.4% | +273.7% |
| 1Y | +433.2% | -25.9% | +459.0% | +496.9% |
| All | +433.2% | -30.1% | +463.3% | +496.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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