-27.1%
SNAP vs BTDR
-4.6%
-22.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.9% |
| 7D | -5.0% | +14.8% | -19.8% | -6.4% |
| 30D | -0.7% | +41.8% | -42.6% | -4.5% |
| 3M | -5.0% | -29.2% | +24.2% | -2.3% |
| 6M | +3.5% | +66.2% | -62.7% | -4.1% |
| YTD | -34.2% | +10.0% | -44.2% | -37.0% |
| 1Y | -27.1% | -11.0% | -16.1% | -34.3% |
| All | -27.1% | -4.6% | -22.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling