-93.1%
SNAP vs BROS
+10.8%
-103.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.8% | +0.1% |
| 7D | -7.3% | -17.9% | +10.6% | -2.5% |
| 30D | -18.9% | -5.4% | -13.6% | -17.8% |
| 3M | -5.3% | -32.1% | +26.8% | +4.2% |
| 6M | -16.9% | -31.7% | +14.7% | -10.3% |
| YTD | -37.4% | -41.2% | +3.8% | -30.1% |
| 1Y | -38.5% | -32.6% | -5.9% | -33.9% |
| 3Y | -55.1% | +32.7% | -87.8% | -62.4% |
| 5Y | -90.8% | -44.2% | -46.5% | -91.6% |
| All | -93.1% | +10.8% | -103.9% | -93.4% |
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