+572.5%
SNPS vs BRO
+294.2%
+278.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +0.9% | -7.3% | +8.2% | +4.6% |
| 30D | -3.6% | -6.9% | +3.2% | -0.7% |
| 3M | -12.9% | +10.7% | -23.6% | -18.7% |
| 6M | -8.2% | -2.7% | -5.5% | -8.9% |
| YTD | -15.4% | -16.3% | +0.9% | -9.7% |
| 1Y | -9.3% | -29.1% | +19.8% | +5.5% |
| 3Y | -14.0% | -7.8% | -6.1% | -18.3% |
| 5Y | +19.5% | +18.7% | +0.8% | -5.6% |
| All | +572.5% | +294.2% | +278.3% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling