+4,437.1%
SNDK vs Z
-58.0%
+4,495.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -3.5% |
| 7D | -6.1% | -6.0% | -0.1% | -6.1% |
| 30D | +21.5% | -2.3% | +23.8% | +21.2% |
| 3M | -13.2% | -0.6% | -12.6% | -12.9% |
| 6M | +149.2% | -27.6% | +176.8% | +168.5% |
| YTD | +588.1% | -52.4% | +640.4% | +734.6% |
| 1Y | +1,837.5% | -63.6% | +1,901.1% | +2,631.4% |
| All | +4,437.1% | -58.0% | +4,495.1% | +5,378.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling