-95.7%
SNDQ vs BAH
-3.2%
-92.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -1.5% | -22.3% | -20.4% |
| 7D | -30.8% | -3.2% | -27.6% | -25.0% |
| 30D | -51.7% | +2.0% | -53.7% | -53.8% |
| 3M | -78.0% | -7.6% | -70.4% | -79.6% |
| All | -95.7% | -3.2% | -92.5% | -96.2% |
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 · Available span rolling