-95.5%
SNDQ vs BHP
+11.6%
-107.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -5.3% | +13.3% | -3.5% |
| 7D | -20.4% | -3.7% | -16.6% | -26.4% |
| 30D | -54.5% | -0.8% | -53.7% | -56.8% |
| 3M | -79.1% | +7.6% | -86.7% | -67.8% |
| All | -95.5% | +11.6% | -107.1% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 all: compounded portfolio wealth divided by compounded BHP 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…
all analysis · Full analysis span regression · Available span rolling