-66.6%
SNAP vs BTSG
+421.3%
-487.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.3% |
| 7D | +1.5% | +5.7% | -4.3% | +0.4% |
| 30D | +1.9% | +0.2% | +1.7% | +1.6% |
| 3M | -3.9% | +5.6% | -9.5% | -6.4% |
| 6M | +5.2% | +50.8% | -45.6% | -6.9% |
| YTD | -32.7% | +67.0% | -99.8% | -41.9% |
| 1Y | -24.8% | +145.5% | -170.3% | -41.0% |
| All | -66.6% | +421.3% | -487.9% | -80.8% |
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