-53.5%
SNAP vs BROS
+30.6%
-84.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -0.7% |
| 7D | +6.0% | +6.3% | -0.3% | +4.5% |
| 30D | -13.8% | -8.3% | -5.4% | -11.9% |
| 3M | -0.8% | -29.8% | +29.0% | +6.6% |
| 6M | -6.2% | -25.8% | +19.6% | -2.1% |
| YTD | -34.8% | -41.4% | +6.5% | -28.9% |
| 1Y | -38.7% | -35.2% | -3.5% | -34.6% |
| 3Y | -53.5% | +32.8% | -86.2% | -51.5% |
| All | -53.5% | +30.6% | -84.0% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling