-42.2%
SNAP vs BTDR
+8.5%
-50.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.0% |
| 7D | +1.5% | +22.4% | -20.9% | -0.6% |
| 30D | +1.9% | +16.5% | -14.6% | -0.2% |
| 3M | -3.9% | -31.5% | +27.6% | -1.5% |
| 6M | +5.2% | +74.0% | -68.8% | -2.9% |
| YTD | -32.7% | +13.0% | -45.7% | -35.7% |
| 1Y | -24.8% | -0.2% | -24.6% | -28.8% |
| 3Y | -42.2% | +9.9% | -52.1% | -51.1% |
| All | -42.2% | +8.5% | -50.6% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling