-28.4%
SNDU vs BAM
+19.6%
-48.0%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | +0.2% | -11.7% | -11.5% |
| 7D | +9.0% | -2.7% | +11.6% | +10.0% |
| 30D | -67.4% | +15.5% | -82.9% | -69.1% |
| 3M | -75.6% | -6.9% | -68.8% | -74.0% |
| 6M | -84.0% | +9.9% | -93.9% | -84.9% |
| All | -28.4% | +19.6% | -48.0% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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 · 6 months rolling