+4,437.1%
SNDK vs VMC
-3.7%
+4,440.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -4.0% |
| 7D | -6.1% | -3.8% | -2.4% | -4.1% |
| 30D | +21.5% | -9.7% | +31.2% | +28.8% |
| 3M | -13.2% | -9.6% | -3.6% | -9.9% |
| 6M | +149.2% | -4.8% | +154.0% | +145.8% |
| YTD | +588.1% | -10.9% | +599.0% | +608.1% |
| 1Y | +1,837.5% | -15.6% | +1,853.1% | +1,993.3% |
| All | +4,437.1% | -3.7% | +4,440.8% | +4,062.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 5y: compounded portfolio wealth divided by compounded VMC 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…
5y analysis · Full analysis span regression · 6 months rolling