+433.2%
SNDK vs MSFT
+9.5%
+423.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.7% | -14.6% | -8.7% |
| 7D | -26.2% | +4.7% | -30.8% | -26.6% |
| 30D | -39.1% | +5.8% | -45.0% | -39.5% |
| 3M | -27.3% | +13.0% | -40.3% | -28.4% |
| 6M | -17.4% | +34.9% | -52.3% | -18.5% |
| YTD | +337.0% | +15.7% | +321.4% | +385.4% |
| 1Y | +433.2% | +9.0% | +424.2% | +608.2% |
| All | +433.2% | +9.5% | +423.7% | +608.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFT.
Daily Out/Under-Performance
Portfolio return minus MSFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFT 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 MSFT 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