-92.9%
SNAP vs BROS
+3.7%
-96.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -1.3% |
| 7D | +2.6% | -2.5% | +5.0% | +3.2% |
| 30D | -19.6% | -11.2% | -8.3% | -17.0% |
| 3M | +0.4% | -33.9% | +34.3% | +11.3% |
| 6M | -5.9% | -33.5% | +27.5% | +2.2% |
| YTD | -35.3% | -44.9% | +9.6% | -26.5% |
| 1Y | -42.6% | -41.5% | -1.1% | -36.0% |
| 3Y | -53.9% | +22.4% | -76.3% | -60.6% |
| 5Y | -90.3% | -45.7% | -44.6% | -90.9% |
| All | -92.9% | +3.7% | -96.6% | -93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling