+272.5%
SNDK vs COHR
+28.9%
+243.6%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -13.0% | -9.3% | -13.3% |
| 7D | -39.4% | -28.4% | -10.9% | -22.6% |
| 30D | -51.4% | -49.8% | -1.6% | -22.7% |
| 3M | -40.3% | -48.3% | +8.0% | -12.9% |
| 6M | -42.7% | -49.4% | +6.8% | -15.2% |
| YTD | +239.7% | -8.0% | +247.7% | +219.4% |
| 1Y | +272.5% | +26.1% | +246.4% | +198.0% |
| All | +272.5% | +28.9% | +243.6% | +198.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 COHR 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