+34.1%
SNPS vs BROS
-47.0%
+81.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -3.0% | +2.4% |
| 7D | +0.2% | -17.9% | +18.1% | +3.7% |
| 30D | -8.4% | -5.4% | -3.1% | -7.9% |
| 3M | +12.3% | -32.1% | +44.3% | +20.1% |
| 6M | -9.6% | -31.7% | +22.1% | -4.8% |
| YTD | -0.6% | -41.2% | +40.6% | +7.3% |
| 1Y | +18.7% | -32.6% | +51.3% | +24.3% |
| 3Y | -7.6% | +32.7% | -40.2% | -20.1% |
| 5Y | +34.1% | -44.2% | +78.3% | +31.2% |
| All | +34.1% | -47.0% | +81.1% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling