+83.4%
SNOW vs BTI
+149.4%
-66.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.2% |
| 7D | +5.5% | +1.6% | +3.8% | +5.9% |
| 30D | -13.2% | +9.2% | -22.4% | -11.3% |
| 3M | -13.7% | +9.6% | -23.4% | -11.8% |
| 6M | +91.0% | -2.4% | +93.4% | +91.5% |
| YTD | +32.7% | +14.2% | +18.4% | +35.7% |
| 1Y | +13.3% | +20.3% | -7.0% | +16.1% |
| 3Y | +83.4% | +147.4% | -64.0% | +72.3% |
| All | +83.4% | +149.4% | -66.1% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling