+1.5%
SNOW vs BROS
+35.1%
-33.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -2.4% | -5.8% | +3.3% | -1.0% |
| 30D | -1.0% | -14.0% | +13.0% | +2.4% |
| 3M | +36.9% | -32.5% | +69.3% | +48.9% |
| 6M | +83.4% | -14.9% | +98.3% | +85.3% |
| YTD | +50.0% | -28.3% | +78.3% | +58.4% |
| 1Y | +46.5% | -34.0% | +80.5% | +57.1% |
| 3Y | +93.3% | +63.0% | +30.4% | +51.2% |
| All | +1.5% | +35.1% | -33.6% | -9.0% |
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