-77.5%
SNAP vs BTG
+117.1%
-194.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.3% |
| 7D | -3.2% | -5.5% | +2.3% | -2.5% |
| 30D | +0.2% | +6.1% | -5.9% | -0.6% |
| 3M | +2.6% | +38.6% | -36.0% | -1.8% |
| 6M | +12.4% | +0.7% | +11.7% | +11.2% |
| YTD | -31.6% | +20.3% | -51.9% | -33.9% |
| 1Y | -21.7% | +25.0% | -46.8% | -25.0% |
| 3Y | -41.2% | +97.3% | -138.5% | -47.6% |
| 5Y | -92.6% | +78.3% | -170.9% | -93.4% |
| All | -77.5% | +117.1% | -194.5% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling