+404.4%
SNXX vs BROS
-26.5%
+430.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.4% | -4.6% | -6.2% |
| 7D | +16.8% | -6.1% | +22.8% | +20.6% |
| 30D | +65.3% | -12.4% | +77.7% | +75.9% |
| 3M | -34.8% | -27.9% | -6.8% | -25.2% |
| 6M | +255.1% | -16.8% | +271.9% | +278.0% |
| All | +404.4% | -26.5% | +430.9% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling