-22.1%
SNAP vs BRO
-27.7%
+5.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +3.8% | -7.3% | +11.2% | +4.8% |
| 30D | +9.2% | -6.9% | +16.1% | +10.2% |
| 3M | +6.6% | +10.7% | -4.1% | +7.3% |
| 6M | +16.9% | -2.7% | +19.6% | +17.4% |
| YTD | -29.6% | -16.3% | -13.3% | -29.5% |
| 1Y | -22.1% | -29.1% | +7.0% | -20.6% |
| All | -22.1% | -27.7% | +5.7% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling