-79.4%
SNAP vs BTI
+87.1%
-166.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | -7.3% | -2.9% | -4.4% | -6.8% |
| 30D | -18.9% | +8.3% | -27.2% | -20.3% |
| 3M | -5.3% | +2.9% | -8.1% | -5.9% |
| 6M | -16.9% | +6.2% | -23.1% | -18.6% |
| YTD | -37.4% | +10.9% | -48.3% | -39.6% |
| 1Y | -38.5% | +16.6% | -55.1% | -41.3% |
| 3Y | -55.1% | +142.2% | -197.3% | -66.1% |
| 5Y | -90.8% | +151.3% | -242.1% | -93.1% |
| All | -79.4% | +87.1% | -166.4% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling