+4,437.1%
SNDK vs USHY
+9.1%
+4,428.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.7% |
| 7D | -6.1% | -0.7% | -5.4% | -0.5% |
| 30D | +21.5% | -0.7% | +22.2% | +28.7% |
| 3M | -13.2% | +0.1% | -13.2% | -12.8% |
| 6M | +149.2% | +1.8% | +147.4% | +123.5% |
| YTD | +588.1% | +1.8% | +586.3% | +525.6% |
| 1Y | +1,837.5% | +3.3% | +1,834.3% | +1,507.8% |
| All | +4,437.1% | +9.1% | +4,428.0% | +3,111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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