+199.7%
SNDK vs BBWI
-11.4%
+211.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.3% | +7.8% | +1.5% |
| 7D | +13.6% | -4.4% | +18.0% | +13.6% |
| 30D | +42.5% | -7.4% | +49.9% | +42.5% |
| 3M | +7.1% | -2.2% | +9.4% | +6.5% |
| 6M | +199.7% | -16.3% | +216.0% | +199.3% |
| All | +199.7% | -11.4% | +211.0% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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 · 6 months rolling