-92.8%
SNAP vs BTDR
+23.8%
-116.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.9% | -8.0% | -4.4% |
| 7D | +0.7% | +20.0% | -19.2% | -0.8% |
| 30D | +2.6% | +11.9% | -9.3% | +1.2% |
| 3M | -9.9% | -36.9% | +27.0% | -7.4% |
| 6M | +1.9% | +56.5% | -54.6% | -3.7% |
| YTD | -32.2% | +10.4% | -42.7% | -34.5% |
| 1Y | -22.8% | +3.1% | -25.9% | -26.3% |
| 3Y | -47.6% | -2.6% | -45.0% | -53.0% |
| 5Y | -92.7% | +25.2% | -117.9% | -93.8% |
| All | -92.8% | +23.8% | -116.6% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling