-43.7%
SNAP vs BTI
+114.2%
-157.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -4.2% |
| 7D | +0.7% | -1.4% | +2.1% | +0.5% |
| 30D | +2.6% | -6.6% | +9.2% | +1.4% |
| 3M | -9.9% | -3.0% | -6.9% | -10.2% |
| 6M | +1.9% | -6.7% | +8.5% | +1.1% |
| YTD | -32.2% | +0.6% | -32.8% | -32.0% |
| 1Y | -22.8% | +5.6% | -28.4% | -21.9% |
| All | -43.7% | +114.2% | -157.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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