-42.2%
SNAP vs BTG
+101.2%
-143.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.3% |
| 7D | +1.5% | +4.8% | -3.3% | +0.7% |
| 30D | +1.9% | +8.3% | -6.5% | +0.6% |
| 3M | -3.9% | +32.3% | -36.2% | -8.4% |
| 6M | +5.2% | +3.0% | +2.3% | +3.2% |
| YTD | -32.7% | +21.9% | -54.6% | -35.7% |
| 1Y | -24.8% | +28.2% | -53.0% | -29.1% |
| 3Y | -42.2% | +99.9% | -142.1% | -50.6% |
| All | -42.2% | +101.2% | -143.4% | -50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling