+27.2%
SPY vs SNDK
+4,931.9%
-4,904.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -0.4% | +13.6% | -13.9% | -1.4% |
| 30D | -1.4% | +42.5% | -43.9% | -4.3% |
| 3M | +3.7% | +7.1% | -3.4% | +1.3% |
| 6M | +13.0% | +199.7% | -186.7% | -0.2% |
| YTD | +12.4% | +643.2% | -630.8% | -10.5% |
| 1Y | +18.5% | +2,402.0% | -2,383.5% | -21.9% |
| All | +27.2% | +4,931.9% | -4,904.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDK.
Daily Out/Under-Performance
Portfolio return minus SNDK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDK 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 SNDK 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