-67.3%
SNAP vs BTSG
+416.6%
-483.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -5.0% | +2.9% | -7.9% | -5.5% |
| 30D | -0.7% | +0.9% | -1.6% | -1.2% |
| 3M | -5.0% | +1.6% | -6.6% | -6.6% |
| 6M | +3.5% | +46.8% | -43.3% | -7.8% |
| YTD | -34.2% | +65.5% | -99.7% | -43.1% |
| 1Y | -27.1% | +136.2% | -163.3% | -42.3% |
| All | -67.3% | +416.6% | -483.9% | -81.2% |
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