-7.8%
SNOW vs BROS
+3.7%
-11.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | +0.1% |
| 7D | +10.8% | -2.5% | +13.3% | +11.5% |
| 30D | -16.5% | -11.2% | -5.3% | -14.5% |
| 3M | -10.1% | -33.9% | +23.8% | -1.5% |
| 6M | +96.5% | -33.5% | +130.0% | +112.3% |
| YTD | +36.2% | -44.9% | +81.1% | +52.3% |
| 1Y | +10.7% | -41.5% | +52.2% | +21.4% |
| 3Y | +86.2% | +22.4% | +63.8% | +55.6% |
| 5Y | -22.7% | -45.7% | +23.0% | -27.1% |
| All | -7.8% | +3.7% | -11.6% | -12.5% |
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 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