+4,601.6%
SNDK vs TXG
+495.3%
+4,106.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.5% |
| 7D | +8.8% | +5.0% | +3.9% | +6.5% |
| 30D | +33.2% | +13.5% | +19.7% | +25.1% |
| 3M | +3.0% | +128.0% | -125.0% | -28.7% |
| 6M | +173.5% | +224.4% | -50.9% | +60.0% |
| YTD | +613.0% | +307.0% | +306.0% | +270.0% |
| 1Y | +2,189.8% | +427.2% | +1,762.5% | +949.0% |
| All | +4,601.6% | +495.3% | +4,106.3% | +1,536.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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