+4,727.7%
SNDK vs STZ
-22.7%
+4,750.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.6% |
| 7D | +13.1% | -7.4% | +20.5% | +15.7% |
| 30D | +43.4% | -10.9% | +54.3% | +48.0% |
| 3M | +5.8% | -13.4% | +19.3% | +10.6% |
| 6M | +229.6% | -16.2% | +245.8% | +244.7% |
| YTD | +632.2% | -10.4% | +642.6% | +600.7% |
| 1Y | +2,365.4% | -14.8% | +2,380.2% | +2,363.4% |
| All | +4,727.7% | -22.7% | +4,750.5% | +4,718.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling