-66.3%
SNAP vs BTSG
+406.1%
-472.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 7D | +0.7% | +2.7% | -2.0% | +0.2% |
| 30D | +2.6% | -3.6% | +6.3% | +3.2% |
| 3M | -9.9% | +5.8% | -15.7% | -12.4% |
| 6M | +1.9% | +44.7% | -42.9% | -9.1% |
| YTD | -32.2% | +62.2% | -94.4% | -41.1% |
| 1Y | -22.8% | +152.1% | -174.9% | -40.1% |
| All | -66.3% | +406.1% | -472.4% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling