+4,800.5%
SNDK vs MSFT
+22.5%
+4,778.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +13.6% | -1.0% | +14.6% | +13.9% |
| 30D | +42.5% | -2.7% | +45.2% | +43.6% |
| 3M | +7.1% | +22.1% | -15.0% | -2.5% |
| 6M | +199.7% | +20.6% | +179.1% | +171.4% |
| YTD | +643.2% | +2.3% | +640.9% | +665.1% |
| 1Y | +2,402.0% | -0.5% | +2,402.6% | +2,599.1% |
| All | +4,800.5% | +22.5% | +4,778.0% | +3,822.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling