+29.6%
SNOW vs BRO
+52.1%
-22.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.4% | -7.3% | +4.9% | +1.3% |
| 30D | -1.0% | -6.9% | +5.9% | +2.5% |
| 3M | +36.9% | +10.7% | +26.2% | +28.3% |
| 6M | +83.4% | -2.7% | +86.0% | +83.8% |
| YTD | +50.0% | -16.3% | +66.3% | +61.5% |
| 1Y | +46.5% | -29.1% | +75.6% | +71.9% |
| 3Y | +93.3% | -7.8% | +101.2% | +83.2% |
| 5Y | +3.3% | +18.7% | -15.5% | -14.5% |
| All | +29.6% | +52.1% | -22.6% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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