+10.7%
SNDU vs COR
+0.5%
+10.1%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +4.0% | -19.7% | -9.8% |
| 7D | -48.0% | +9.1% | -57.2% | -39.9% |
| 30D | -66.4% | +12.4% | -78.8% | -59.3% |
| 3M | -58.7% | +15.8% | -74.5% | -46.7% |
| 6M | -68.6% | +17.1% | -85.7% | -53.4% |
| All | +10.7% | +0.5% | +10.1% | +121.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling