+4,601.6%
SNDK vs STRL
+242.4%
+4,359.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -2.7% |
| 7D | +8.8% | +5.4% | +3.5% | +5.4% |
| 30D | +33.2% | -9.0% | +42.2% | +42.1% |
| 3M | +3.0% | -37.1% | +40.1% | +41.4% |
| 6M | +173.5% | +17.8% | +155.7% | +134.5% |
| YTD | +613.0% | +58.3% | +554.7% | +392.4% |
| 1Y | +2,189.8% | +61.0% | +2,128.7% | +1,572.3% |
| All | +4,601.6% | +242.4% | +4,359.3% | +2,075.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling