+2.3%
SNOW vs BROS
+38.3%
-36.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | +8.4% | -6.6% | +15.0% | +10.0% |
| 30D | -1.0% | -12.3% | +11.4% | +1.9% |
| 3M | +38.3% | -22.2% | +60.5% | +45.0% |
| 6M | +81.3% | -14.3% | +95.6% | +83.0% |
| YTD | +51.1% | -26.6% | +77.7% | +58.6% |
| 1Y | +47.0% | -31.5% | +78.5% | +56.1% |
| 3Y | +99.7% | +62.3% | +37.5% | +56.6% |
| All | +2.3% | +38.3% | -36.1% | -8.9% |
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