+16.6%
SNPS vs BROS
+41.2%
-24.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | -5.5% | -0.9% | -4.6% | -5.4% |
| 30D | -5.8% | -13.5% | +7.7% | -3.4% |
| 3M | -17.2% | -18.4% | +1.2% | -15.2% |
| 6M | -10.4% | -10.6% | +0.2% | -10.1% |
| YTD | -16.5% | -25.1% | +8.5% | -13.8% |
| 1Y | -35.6% | -28.6% | -7.0% | -33.2% |
| 3Y | -14.6% | +65.6% | -80.2% | -26.6% |
| All | +16.6% | +41.2% | -24.5% | +3.2% |
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