-69.2%
SNAP vs BTSG
+504.1%
-573.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.8% | -5.8% | -1.9% |
| 7D | -10.6% | +3.8% | -14.3% | -11.1% |
| 30D | -19.7% | +13.7% | -33.5% | -21.6% |
| 3M | -6.5% | +18.0% | -24.5% | -9.8% |
| 6M | -17.8% | +32.2% | -50.0% | -24.0% |
| YTD | -38.0% | +93.6% | -131.6% | -48.0% |
| 1Y | -42.5% | +115.9% | -158.4% | -53.0% |
| All | -69.2% | +504.1% | -573.3% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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