-76.8%
SNAP vs BRO
+227.0%
-303.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +3.8% | -7.3% | +11.2% | +8.0% |
| 30D | +9.2% | -6.9% | +16.1% | +13.3% |
| 3M | +6.6% | +10.7% | -4.1% | +0.4% |
| 6M | +16.9% | -2.7% | +19.6% | +16.9% |
| YTD | -29.6% | -16.3% | -13.3% | -23.8% |
| 1Y | -22.1% | -29.1% | +7.0% | -7.9% |
| 3Y | -39.8% | -7.8% | -32.0% | -44.0% |
| 5Y | -92.4% | +18.7% | -111.1% | -94.1% |
| All | -76.8% | +227.0% | -303.8% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling