+4,727.7%
SNDK vs STRL
+254.6%
+4,473.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -2.2% |
| 7D | +13.1% | +10.1% | +3.0% | +6.5% |
| 30D | +43.4% | -8.2% | +51.6% | +51.9% |
| 3M | +5.8% | -43.7% | +49.5% | +52.9% |
| 6M | +229.6% | +27.1% | +202.5% | +168.8% |
| YTD | +632.2% | +64.0% | +568.2% | +394.3% |
| 1Y | +2,365.4% | +75.2% | +2,290.2% | +1,622.8% |
| All | +4,727.7% | +254.6% | +4,473.1% | +2,083.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling