+4,601.6%
SNDK vs TAP
-27.9%
+4,629.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | +8.8% | -5.3% | +14.1% | +7.4% |
| 30D | +33.2% | -7.4% | +40.5% | +30.9% |
| 3M | +3.0% | -4.9% | +7.9% | +2.5% |
| 6M | +173.5% | -14.2% | +187.7% | +179.4% |
| YTD | +613.0% | -14.8% | +627.9% | +629.3% |
| 1Y | +2,189.8% | -18.1% | +2,207.9% | +2,291.5% |
| All | +4,601.6% | -27.9% | +4,629.6% | +5,779.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling