+4,733.3%
SNDK vs MSFT
+24.5%
+4,708.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.0% | +13.9% | +12.8% |
| 7D | +17.2% | -2.7% | +19.9% | +18.4% |
| 30D | +28.8% | +2.7% | +26.1% | +26.5% |
| 3M | -1.1% | +17.0% | -18.1% | -7.1% |
| 6M | +190.5% | +23.8% | +166.6% | +159.3% |
| YTD | +633.0% | +4.0% | +629.0% | +649.4% |
| 1Y | +2,684.0% | -0.8% | +2,684.8% | +2,939.6% |
| All | +4,733.3% | +24.5% | +4,708.9% | +3,742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling