+4,437.1%
SNDK vs XLB
+17.6%
+4,419.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -4.1% |
| 7D | -6.1% | -2.8% | -3.3% | -1.7% |
| 30D | +21.5% | -3.1% | +24.6% | +27.2% |
| 3M | -13.2% | -0.2% | -13.0% | -14.7% |
| 6M | +149.2% | +3.1% | +146.1% | +132.4% |
| YTD | +588.1% | +13.3% | +574.8% | +427.1% |
| 1Y | +1,837.5% | +12.0% | +1,825.5% | +1,419.8% |
| All | +4,437.1% | +17.6% | +4,419.5% | +3,761.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling