+433.2%
SNDK vs TXN
+97.5%
+335.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.3% | -7.6% | -7.6% |
| 7D | -26.2% | +1.0% | -27.2% | -26.7% |
| 30D | -39.1% | +6.1% | -45.3% | -42.7% |
| 3M | -27.3% | +10.4% | -37.7% | -34.8% |
| 6M | -17.4% | +12.6% | -30.0% | -22.2% |
| YTD | +337.0% | +83.5% | +253.6% | +121.2% |
| 1Y | +433.2% | +99.7% | +333.5% | +159.1% |
| All | +433.2% | +97.5% | +335.7% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 1y: compounded portfolio wealth divided by compounded TXN 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…
1y analysis · Full analysis span regression · 6 months rolling