-55.8%
SNAP vs BTDR
+80.1%
-135.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.6% |
| 7D | -10.6% | -7.4% | -3.2% | -9.9% |
| 30D | -19.7% | -33.4% | +13.7% | -16.2% |
| 3M | -6.5% | -26.3% | +19.7% | -4.3% |
| 6M | -17.8% | -52.4% | +34.6% | -13.0% |
| YTD | -38.0% | -42.8% | +4.8% | -36.9% |
| 1Y | -42.5% | -63.7% | +21.2% | -38.7% |
| 3Y | -55.8% | +61.5% | -117.3% | -63.7% |
| All | -55.8% | +80.1% | -135.9% | -63.7% |
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