+199.7%
SNDK vs COR
-9.3%
+209.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.2% |
| 7D | +13.6% | -3.9% | +17.4% | +10.5% |
| 30D | +42.5% | -0.3% | +42.8% | +43.1% |
| 3M | +7.1% | +15.9% | -8.7% | +16.5% |
| 6M | +199.7% | -10.3% | +209.9% | +266.0% |
| All | +199.7% | -9.3% | +209.0% | +266.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 6mo: compounded portfolio wealth divided by compounded COR 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…
6mo analysis · Full analysis span regression · 6 months rolling