+38.8%
SNPS vs BTDR
+23.8%
+15.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -5.7% |
| 7D | -11.0% | +20.0% | -31.0% | -12.2% |
| 30D | -1.7% | +11.9% | -13.7% | -2.8% |
| 3M | -20.4% | -36.9% | +16.6% | -18.7% |
| 6M | -8.6% | +56.5% | -65.1% | -12.7% |
| YTD | -16.2% | +10.4% | -26.6% | -18.4% |
| 1Y | -34.6% | +3.1% | -37.7% | -36.8% |
| 3Y | -14.5% | -2.6% | -11.9% | -21.3% |
| 5Y | +17.0% | +25.2% | -8.2% | +8.2% |
| All | +38.8% | +23.8% | +15.0% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling