+3.6%
SNOW vs BTI
+113.9%
-110.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | +8.4% | -2.4% | +10.8% | +8.4% |
| 30D | -1.0% | -4.8% | +3.8% | -0.9% |
| 3M | +38.3% | -8.1% | +46.4% | +38.3% |
| 6M | +81.3% | -4.2% | +85.5% | +80.0% |
| YTD | +51.1% | -1.3% | +52.4% | +49.2% |
| 1Y | +47.0% | +2.1% | +44.8% | +44.3% |
| 3Y | +99.7% | +108.9% | -9.2% | +64.6% |
| 5Y | +3.6% | +114.5% | -110.9% | -13.0% |
| All | +3.6% | +113.9% | -110.3% | -13.0% |
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