-90.0%
SNAP vs BTG
+33.0%
-123.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.2% | +7.2% |
| 7D | -9.8% | +1.4% | -11.2% | -10.2% |
| 30D | -18.2% | -1.1% | -17.1% | -18.3% |
| 3M | -3.1% | +2.5% | -5.6% | -4.0% |
| 6M | -7.1% | -3.1% | -4.1% | -7.8% |
| YTD | -33.8% | +16.3% | -50.1% | -37.1% |
| 1Y | -39.0% | +27.6% | -66.7% | -43.0% |
| 3Y | -52.8% | +89.5% | -142.4% | -61.0% |
| 5Y | -90.0% | +33.6% | -123.6% | -90.7% |
| All | -90.0% | +33.0% | -123.0% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling