-41.9%
SNAP vs BROS
-34.1%
-7.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.8% | -0.1% |
| 7D | -7.3% | -17.9% | +10.6% | -2.1% |
| 30D | -18.9% | -5.4% | -13.6% | -16.9% |
| 3M | -5.3% | -32.1% | +26.8% | +4.2% |
| 6M | -16.9% | -31.7% | +14.7% | -12.2% |
| YTD | -37.4% | -41.2% | +3.8% | -33.0% |
| All | -41.9% | -34.1% | -7.8% | -38.7% |
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