-14.6%
SNPS vs BTDR
+8.5%
-23.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.7% |
| 7D | -5.5% | +22.4% | -27.9% | -7.1% |
| 30D | -5.8% | +16.5% | -22.2% | -7.3% |
| 3M | -17.2% | -31.5% | +14.3% | -15.6% |
| 6M | -10.4% | +74.0% | -84.4% | -16.0% |
| YTD | -16.5% | +13.0% | -29.6% | -19.5% |
| 1Y | -35.6% | -0.2% | -35.4% | -38.3% |
| 3Y | -14.6% | +9.9% | -24.5% | -25.1% |
| All | -14.6% | +8.5% | -23.1% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling