+35.4%
SNPS vs BROS
+10.5%
+25.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -2.8% |
| 7D | +1.1% | +6.3% | -5.3% | -0.1% |
| 30D | -5.2% | -8.3% | +3.2% | -4.2% |
| 3M | +10.6% | -29.8% | +40.3% | +16.8% |
| 6M | -10.6% | -25.8% | +15.2% | -7.8% |
| YTD | -3.1% | -41.4% | +38.3% | +3.8% |
| 1Y | +15.6% | -35.2% | +50.7% | +21.3% |
| 3Y | -12.9% | +32.8% | -45.7% | -22.6% |
| 5Y | +31.2% | -42.2% | +73.3% | +23.7% |
| All | +35.4% | +10.5% | +25.0% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling