+24.6%
SNOW vs BTDR
+26.7%
-2.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.7% |
| 7D | +4.9% | +22.4% | -17.5% | +3.1% |
| 30D | +1.5% | +16.5% | -14.9% | -0.2% |
| 3M | +39.5% | -31.5% | +71.0% | +42.4% |
| 6M | +85.9% | +74.0% | +11.9% | +75.0% |
| YTD | +52.9% | +13.0% | +39.9% | +48.2% |
| 1Y | +48.1% | -0.2% | +48.3% | +42.5% |
| 3Y | +102.2% | +9.9% | +92.3% | +79.2% |
| 5Y | +5.5% | +28.1% | -22.6% | -3.7% |
| All | +24.6% | +26.7% | -2.1% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling