+4,437.1%
SNDK vs BRO
-39.0%
+4,476.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.7% |
| 7D | -6.1% | -7.3% | +1.2% | -11.7% |
| 30D | +21.5% | -6.9% | +28.4% | +15.5% |
| 3M | -13.2% | +10.7% | -23.9% | -6.3% |
| 6M | +149.2% | -2.7% | +151.9% | +169.3% |
| YTD | +588.1% | -16.3% | +604.4% | +637.6% |
| 1Y | +1,837.5% | -29.1% | +1,866.6% | +2,072.7% |
| All | +4,437.1% | -39.0% | +4,476.0% | +6,012.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling