+2,684.0%
SNDK vs XLB
+17.4%
+2,666.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +12.4% |
| 7D | +17.2% | -1.4% | +18.6% | +19.4% |
| 30D | +28.8% | -0.4% | +29.2% | +28.9% |
| 3M | -1.1% | +2.0% | -3.1% | -4.8% |
| 6M | +190.5% | +1.8% | +188.6% | +184.8% |
| YTD | +633.0% | +16.6% | +616.4% | +406.6% |
| 1Y | +2,684.0% | +16.9% | +2,667.1% | +1,840.8% |
| All | +2,684.0% | +17.4% | +2,666.6% | +1,840.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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