+4,601.6%
SNDK vs COP
+48.1%
+4,553.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.4% | -4.2% |
| 7D | +8.8% | +1.0% | +7.9% | +8.5% |
| 30D | +33.2% | +9.6% | +23.6% | +29.7% |
| 3M | +3.0% | +15.0% | -12.0% | -0.8% |
| 6M | +173.5% | +21.8% | +151.7% | +147.9% |
| YTD | +613.0% | +49.6% | +563.4% | +443.9% |
| 1Y | +2,189.8% | +49.9% | +2,139.9% | +1,611.3% |
| All | +4,601.6% | +48.1% | +4,553.5% | +3,791.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 3y: compounded portfolio wealth divided by compounded COP 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…
3y analysis · Full analysis span regression · 6 months rolling