+22.1%
SNOW vs BTDR
+19.6%
+2.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.6% |
| 7D | -2.4% | -3.4% | +1.0% | -2.2% |
| 30D | -1.0% | +32.6% | -33.6% | -3.5% |
| 3M | +36.9% | -32.2% | +69.1% | +39.9% |
| 6M | +83.4% | +52.4% | +31.0% | +74.5% |
| YTD | +50.0% | +6.7% | +43.3% | +46.0% |
| 1Y | +46.5% | -15.2% | +61.8% | +42.9% |
| 3Y | +93.3% | +14.9% | +78.4% | +72.1% |
| 5Y | +3.3% | +20.8% | -17.5% | -5.3% |
| All | +22.1% | +19.6% | +2.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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