+4,601.6%
SNDK vs TXT
+8.4%
+4,593.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.1% |
| 7D | +8.8% | -0.2% | +9.1% | +9.1% |
| 30D | +33.2% | -10.2% | +43.4% | +48.7% |
| 3M | +3.0% | -13.3% | +16.3% | +19.7% |
| 6M | +173.5% | -14.4% | +187.8% | +218.2% |
| YTD | +613.0% | -9.1% | +622.1% | +643.8% |
| 1Y | +2,189.8% | -2.2% | +2,191.9% | +2,043.3% |
| All | +4,601.6% | +8.4% | +4,593.3% | +3,684.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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