+4.0%
SNOW vs BROS
+43.3%
-39.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +2.8% | -6.7% | +9.5% | +4.3% |
| 30D | +6.4% | -29.1% | +35.5% | +14.8% |
| 3M | +38.1% | -16.7% | +54.8% | +42.3% |
| 6M | +100.4% | -11.6% | +112.0% | +100.6% |
| YTD | +53.7% | -23.9% | +77.6% | +60.0% |
| 1Y | +52.0% | -34.8% | +86.7% | +63.4% |
| 3Y | +114.7% | +62.1% | +52.6% | +68.6% |
| All | +4.0% | +43.3% | -39.3% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling