+433.2%
SNDK vs TSLA
-15.2%
+448.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.3% | -4.6% | -5.7% |
| 7D | -26.2% | -4.7% | -21.4% | -23.7% |
| 30D | -39.1% | +1.7% | -40.8% | -39.6% |
| 3M | -27.3% | +17.7% | -45.0% | -36.0% |
| 6M | -17.4% | -1.9% | -15.5% | -16.5% |
| YTD | +337.0% | -14.3% | +351.4% | +363.9% |
| 1Y | +433.2% | -13.3% | +446.5% | +449.7% |
| All | +433.2% | -15.2% | +448.4% | +449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLA.
Daily Out/Under-Performance
Portfolio return minus TSLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLA 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 TSLA 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