+3.5%
SNOW vs BTDR
+16.5%
-13.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | 0.0% |
| 7D | -7.5% | -3.2% | -4.3% | -7.3% |
| 30D | -1.3% | +32.7% | -34.0% | -3.9% |
| 3M | +37.4% | -28.4% | +65.8% | +39.8% |
| 6M | +88.1% | +51.7% | +36.4% | +79.1% |
| YTD | +50.3% | +2.9% | +47.5% | +46.8% |
| 1Y | +46.0% | -15.5% | +61.5% | +42.4% |
| 3Y | +98.7% | 0.0% | +98.7% | +77.5% |
| 5Y | +3.5% | +16.5% | -12.9% | -7.9% |
| All | +3.5% | +16.5% | -13.0% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling