+433.2%
SNDK vs BAH
+6.2%
+427.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.5% | -9.4% | -7.0% |
| 7D | -26.2% | +5.8% | -31.9% | -23.1% |
| 30D | -39.1% | +28.7% | -67.8% | -28.6% |
| 3M | -27.3% | +20.9% | -48.2% | -17.2% |
| 6M | -17.4% | +15.2% | -32.6% | +1.9% |
| YTD | +337.0% | +7.1% | +330.0% | +397.4% |
| 1Y | +433.2% | +6.4% | +426.8% | +491.4% |
| All | +433.2% | +6.2% | +427.0% | +491.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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