+4,601.6%
SNDK vs XYZ
-5.7%
+4,607.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | +8.8% | -5.2% | +14.0% | +10.2% |
| 30D | +33.2% | 0.0% | +33.2% | +32.9% |
| 3M | +3.0% | +18.7% | -15.7% | -2.3% |
| 6M | +173.5% | +20.5% | +153.0% | +158.5% |
| YTD | +613.0% | +21.5% | +591.6% | +574.4% |
| 1Y | +2,189.8% | +7.2% | +2,182.5% | +2,164.9% |
| All | +4,601.6% | -5.7% | +4,607.4% | +4,153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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