-78.3%
SNAP vs BRO
+228.6%
-306.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -0.9% |
| 7D | -5.0% | -7.6% | +2.6% | -1.0% |
| 30D | -0.7% | -6.9% | +6.1% | +3.0% |
| 3M | -5.0% | +12.8% | -17.8% | -11.5% |
| 6M | +3.5% | -5.9% | +9.4% | +5.5% |
| YTD | -34.2% | -15.9% | -18.3% | -29.0% |
| 1Y | -27.1% | -28.1% | +1.1% | -14.4% |
| 3Y | -43.5% | -7.0% | -36.4% | -47.6% |
| 5Y | -92.9% | +18.0% | -110.9% | -94.5% |
| All | -78.3% | +228.6% | -306.9% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling