+17.9%
SNPS vs BTDR
+24.7%
-6.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | -5.5% | +14.8% | -20.3% | -6.4% |
| 30D | -4.5% | +41.8% | -46.3% | -6.8% |
| 3M | -15.5% | -29.2% | +13.7% | -14.3% |
| 6M | -10.1% | +66.2% | -76.2% | -14.4% |
| YTD | -16.3% | +10.0% | -26.3% | -18.6% |
| 1Y | -34.9% | -11.0% | -24.0% | -36.6% |
| 3Y | -14.4% | +6.9% | -21.3% | -21.2% |
| 5Y | +17.9% | +24.7% | -6.8% | +7.8% |
| All | +17.9% | +24.7% | -6.8% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling