+4,727.7%
SNDK vs Z
-58.2%
+4,786.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.4% | +6.3% | -0.1% |
| 7D | +13.1% | -3.3% | +16.3% | +13.1% |
| 30D | +43.4% | -3.7% | +47.1% | +43.1% |
| 3M | +5.8% | -7.0% | +12.8% | +7.6% |
| 6M | +229.6% | -29.5% | +259.1% | +256.5% |
| YTD | +632.2% | -52.6% | +684.7% | +787.9% |
| 1Y | +2,365.4% | -64.0% | +2,429.4% | +3,391.0% |
| All | +4,727.7% | -58.2% | +4,786.0% | +5,728.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling