+32.1%
SNOW vs BTI
+149.8%
-117.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +4.9% | -1.4% | +6.3% | +4.9% |
| 30D | +1.5% | -7.0% | +8.6% | +1.7% |
| 3M | +39.5% | -6.3% | +45.9% | +39.6% |
| 6M | +85.9% | -2.0% | +87.9% | +84.6% |
| YTD | +52.9% | +0.2% | +52.8% | +51.2% |
| 1Y | +48.1% | +3.8% | +44.3% | +45.6% |
| 3Y | +102.2% | +112.1% | -9.9% | +70.9% |
| 5Y | +5.5% | +113.6% | -108.1% | -9.9% |
| All | +32.1% | +149.8% | -117.7% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling