-34.6%
SNPS vs BTDR
-4.8%
-29.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -5.8% |
| 7D | -11.0% | +20.0% | -31.0% | -12.8% |
| 30D | -1.7% | +11.9% | -13.7% | -3.3% |
| 3M | -20.4% | -36.9% | +16.6% | -17.8% |
| 6M | -8.6% | +56.5% | -65.1% | -15.5% |
| YTD | -16.2% | +10.4% | -26.6% | -20.3% |
| 1Y | -34.6% | +3.1% | -37.7% | -42.4% |
| All | -34.6% | -4.8% | -29.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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