+4,800.5%
SNDK vs TXT
+9.3%
+4,791.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.0% |
| 7D | +13.6% | +0.8% | +12.7% | +12.5% |
| 30D | +42.5% | -10.4% | +52.9% | +59.5% |
| 3M | +7.1% | -14.3% | +21.5% | +26.0% |
| 6M | +199.7% | -15.1% | +214.8% | +251.9% |
| YTD | +643.2% | -8.3% | +651.5% | +668.0% |
| 1Y | +2,402.0% | -0.7% | +2,402.7% | +2,199.8% |
| All | +4,800.5% | +9.3% | +4,791.1% | +3,807.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling