+4,437.1%
SNDK vs TSEM
+363.5%
+4,073.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -4.6% |
| 7D | -6.1% | -4.9% | -1.3% | -2.9% |
| 30D | +21.5% | -18.7% | +40.2% | +39.7% |
| 3M | -13.2% | -18.1% | +4.9% | -0.2% |
| 6M | +149.2% | +77.1% | +72.1% | +55.8% |
| YTD | +588.1% | +80.1% | +507.9% | +323.7% |
| 1Y | +1,837.5% | +220.4% | +1,617.2% | +713.6% |
| All | +4,437.1% | +363.5% | +4,073.6% | +1,319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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