+1,837.5%
SNDK vs COF
-4.6%
+1,842.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -6.1% | -5.1% | -1.0% | -4.1% |
| 30D | +21.5% | -6.0% | +27.5% | +24.5% |
| 3M | -13.2% | +14.8% | -28.0% | -19.0% |
| 6M | +149.2% | +15.3% | +133.9% | +130.1% |
| YTD | +588.1% | -13.0% | +601.1% | +645.9% |
| 1Y | +1,837.5% | -5.7% | +1,843.3% | +1,948.9% |
| All | +1,837.5% | -4.6% | +1,842.1% | +1,948.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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