+11.2%
SNPS vs BROS
-18.6%
+29.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | -3.9% | +2.5% | -6.4% | -4.2% |
| 30D | -5.2% | +15.1% | -20.3% | -7.1% |
| 3M | +14.6% | -31.4% | +46.0% | +20.5% |
| 6M | -6.9% | -22.6% | +15.7% | -6.0% |
| YTD | -1.4% | -28.1% | +26.7% | -1.1% |
| 1Y | +11.2% | -20.3% | +31.5% | +9.4% |
| All | +11.2% | -18.6% | +29.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling