+30.5%
SNOW vs BTG
-1.9%
+32.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.5% |
| 7D | +8.4% | +2.4% | +6.0% | +8.0% |
| 30D | -1.0% | +9.5% | -10.4% | -2.7% |
| 3M | +38.3% | +38.5% | -0.2% | +29.0% |
| 6M | +81.3% | +5.6% | +75.6% | +76.6% |
| YTD | +51.1% | +23.9% | +27.2% | +41.5% |
| 1Y | +47.0% | +32.1% | +14.8% | +34.3% |
| 3Y | +99.7% | +103.2% | -3.4% | +60.8% |
| 5Y | +3.6% | +79.7% | -76.1% | -16.7% |
| All | +30.5% | -1.9% | +32.5% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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