+4,601.6%
SNDK vs TSLA
+5.4%
+4,596.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.5% |
| 7D | +8.8% | -3.4% | +12.3% | +10.3% |
| 30D | +33.2% | +9.2% | +23.9% | +26.0% |
| 3M | +3.0% | -4.7% | +7.7% | +5.5% |
| 6M | +173.5% | -8.9% | +182.4% | +185.7% |
| YTD | +613.0% | -19.2% | +632.2% | +678.2% |
| 1Y | +2,189.8% | +4.5% | +2,185.2% | +2,137.9% |
| All | +4,601.6% | +5.4% | +4,596.3% | +4,161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling