-34.6%
SNPS vs BRO
-24.4%
-10.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.5% |
| 7D | -11.0% | -2.6% | -8.4% | -11.2% |
| 30D | -1.7% | +0.9% | -2.6% | -1.8% |
| 3M | -20.4% | +24.8% | -45.1% | -20.8% |
| 6M | -8.6% | -0.1% | -8.5% | -7.9% |
| YTD | -16.2% | -9.7% | -6.4% | -14.6% |
| 1Y | -34.6% | -24.5% | -10.1% | -25.3% |
| All | -34.6% | -24.4% | -10.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling