-68.9%
SNAP vs BTSG
+476.3%
-545.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.3% |
| 7D | -7.3% | +4.4% | -11.7% | -7.9% |
| 30D | -18.9% | +8.5% | -27.4% | -20.1% |
| 3M | -5.3% | +10.8% | -16.0% | -7.4% |
| 6M | -16.9% | +26.1% | -43.1% | -22.5% |
| YTD | -37.4% | +84.6% | -122.1% | -47.0% |
| 1Y | -38.5% | +108.7% | -147.1% | -49.5% |
| All | -68.9% | +476.3% | -545.2% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling