+63.1%
SNPS vs BTDR
-38.7%
+101.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -12.8% | +12.9% | +1.0% |
| 7D | +5.1% | +15.4% | -10.4% | +3.8% |
| 30D | -6.4% | -33.4% | +27.0% | -4.1% |
| 3M | +12.2% | -32.0% | +44.3% | +14.5% |
| 6M | -9.8% | -52.2% | +42.4% | -6.8% |
| YTD | -1.5% | -45.3% | +43.8% | 0.0% |
| 1Y | +16.0% | -56.0% | +72.0% | +18.9% |
| 3Y | -10.8% | +54.4% | -65.2% | -14.2% |
| 5Y | +33.3% | -38.5% | +71.9% | +28.6% |
| All | +63.1% | -38.7% | +101.8% | +57.1% |
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