-22.8%
SNAP vs BROS
-35.3%
+12.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.2% |
| 7D | +0.7% | -6.7% | +7.4% | +2.0% |
| 30D | +2.6% | -29.1% | +31.7% | +8.8% |
| 3M | -9.9% | -16.7% | +6.8% | -8.6% |
| 6M | +1.9% | -11.6% | +13.5% | +0.3% |
| YTD | -32.2% | -23.9% | -8.3% | -32.4% |
| 1Y | -22.8% | -34.8% | +11.9% | -29.2% |
| All | -22.8% | -35.3% | +12.5% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling