+4,437.1%
SNDK vs STRL
+260.9%
+4,176.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.4% | -8.9% | -6.9% |
| 7D | -6.1% | +5.0% | -11.2% | -9.3% |
| 30D | +21.5% | -6.9% | +28.4% | +27.3% |
| 3M | -13.2% | -39.1% | +25.9% | +19.9% |
| 6M | +149.2% | +21.5% | +127.7% | +109.3% |
| YTD | +588.1% | +66.9% | +521.2% | +358.2% |
| 1Y | +1,837.5% | +61.6% | +1,775.9% | +1,293.2% |
| All | +4,437.1% | +260.9% | +4,176.2% | +1,923.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling