-26.1%
SNOW vs BTI
+153.9%
-180.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.5% |
| 7D | +5.5% | +1.6% | +3.8% | +5.5% |
| 30D | -13.2% | +9.2% | -22.4% | -13.2% |
| 3M | -13.7% | +9.6% | -23.4% | -13.8% |
| 6M | +91.0% | -2.4% | +93.4% | +91.5% |
| YTD | +32.7% | +14.2% | +18.4% | +30.8% |
| 1Y | +13.3% | +20.3% | -7.0% | +10.7% |
| 3Y | +83.4% | +147.4% | -64.0% | +48.4% |
| All | -26.1% | +153.9% | -180.0% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling