-92.6%
SNAP vs BROS
+41.2%
-133.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +1.5% | -0.9% | +2.4% | +1.7% |
| 30D | +1.9% | -13.5% | +15.3% | +5.5% |
| 3M | -3.9% | -18.4% | +14.5% | -0.3% |
| 6M | +5.2% | -10.6% | +15.8% | +6.0% |
| YTD | -32.7% | -25.1% | -7.7% | -29.2% |
| 1Y | -24.8% | -28.6% | +3.9% | -20.5% |
| 3Y | -42.2% | +65.6% | -107.7% | -54.2% |
| All | -92.6% | +41.2% | -133.8% | -93.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling