-26.1%
SNOW vs BROS
-43.5%
+17.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.5% | -9.1% | -4.4% |
| 7D | +5.5% | +6.3% | -0.8% | +3.5% |
| 30D | -13.2% | -8.3% | -4.8% | -11.7% |
| 3M | -13.7% | -29.8% | +16.0% | -6.0% |
| 6M | +91.0% | -25.8% | +116.8% | +101.8% |
| YTD | +32.7% | -41.4% | +74.0% | +47.8% |
| 1Y | +13.3% | -35.2% | +48.4% | +21.8% |
| 3Y | +83.4% | +32.8% | +50.6% | +40.1% |
| All | -26.1% | -43.5% | +17.4% | -20.4% |
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