+9.5%
SNOW vs BTSG
+111.7%
-102.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -14.5% | +17.4% | -31.9% | -16.6% |
| 30D | -14.3% | +12.6% | -26.9% | -15.7% |
| 3M | -8.3% | +11.2% | -19.5% | -9.7% |
| 6M | +101.5% | +30.4% | +71.1% | +84.2% |
| YTD | +32.5% | +86.4% | -53.9% | +5.9% |
| 1Y | +9.5% | +117.9% | -108.4% | -14.5% |
| All | +9.5% | +111.7% | -102.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling