+4,437.1%
SNDK vs STZ
-21.8%
+4,458.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.4% | -3.2% |
| 7D | -6.1% | -4.5% | -1.7% | -4.9% |
| 30D | +21.5% | -8.6% | +30.1% | +24.4% |
| 3M | -13.2% | -13.8% | +0.6% | -9.0% |
| 6M | +149.2% | -17.2% | +166.4% | +163.0% |
| YTD | +588.1% | -9.4% | +597.4% | +556.0% |
| 1Y | +1,837.5% | -11.9% | +1,849.4% | +1,793.3% |
| All | +4,437.1% | -21.8% | +4,458.9% | +4,411.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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