-7.6%
SNPS vs BROS
+32.8%
-40.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -3.0% | +2.5% |
| 7D | +0.2% | -17.9% | +18.1% | +3.3% |
| 30D | -8.4% | -5.4% | -3.1% | -8.0% |
| 3M | +12.3% | -32.1% | +44.3% | +19.2% |
| 6M | -9.6% | -31.7% | +22.1% | -5.6% |
| YTD | -0.6% | -41.2% | +40.6% | +6.1% |
| 1Y | +18.7% | -32.6% | +51.3% | +23.2% |
| 3Y | -7.6% | +32.7% | -40.2% | -14.9% |
| All | -7.6% | +32.8% | -40.3% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling