-95.2%
SNDQ vs BROS
-22.1%
-73.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.8% | +7.3% |
| 7D | +11.6% | -5.8% | +17.4% | +8.5% |
| 30D | -45.1% | -14.0% | -31.1% | -48.8% |
| 3M | -68.6% | -32.5% | -36.1% | -73.3% |
| All | -95.2% | -22.1% | -73.1% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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 · Available span rolling