-91.0%
SNAP vs BROS
-50.1%
-40.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.2% | -1.8% |
| 7D | -7.1% | -21.2% | +14.1% | +0.2% |
| 30D | -14.6% | -11.6% | -3.1% | -11.4% |
| 3M | -5.0% | -36.7% | +31.7% | +9.1% |
| 6M | -18.8% | -42.8% | +24.0% | -5.7% |
| YTD | -38.5% | -44.8% | +6.3% | -28.3% |
| 1Y | -38.1% | -36.5% | -1.5% | -31.2% |
| 3Y | -53.8% | +27.0% | -80.7% | -64.4% |
| All | -91.0% | -50.1% | -40.8% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling