-95.5%
SNDQ vs COR
+3.7%
-99.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.7% | +9.3% |
| 7D | -20.4% | -4.8% | -15.6% | -12.4% |
| 30D | -54.5% | -3.7% | -50.8% | -50.7% |
| 3M | -79.1% | +14.3% | -93.4% | -80.5% |
| All | -95.5% | +3.7% | -99.2% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 6mo: compounded portfolio wealth divided by compounded COR 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…
6mo analysis · Full analysis span regression · Available span rolling