+433.2%
SNDK vs Z
-54.2%
+487.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +9.4% | -17.3% | -4.8% |
| 7D | -26.2% | +10.2% | -36.3% | -23.4% |
| 30D | -39.1% | +23.7% | -62.8% | -34.5% |
| 3M | -27.3% | -6.6% | -20.8% | -27.6% |
| 6M | -17.4% | -23.0% | +5.6% | -12.3% |
| YTD | +337.0% | -50.3% | +387.3% | +355.5% |
| 1Y | +433.2% | -53.6% | +486.8% | +472.6% |
| All | +433.2% | -54.2% | +487.3% | +472.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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