+43.7%
SNOW vs BTSG
+493.4%
-449.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.2% | -2.5% |
| 7D | +5.5% | +6.0% | -0.6% | +4.1% |
| 30D | -13.2% | +12.4% | -25.6% | -15.5% |
| 3M | -13.7% | +18.2% | -32.0% | -17.3% |
| 6M | +91.0% | +26.0% | +64.9% | +77.2% |
| YTD | +32.7% | +90.1% | -57.5% | +9.3% |
| 1Y | +13.3% | +124.3% | -111.0% | -10.7% |
| All | +43.7% | +493.4% | -449.7% | -17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling