+60.5%
SNPS vs BTDR
-44.0%
+104.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.6% | +7.0% | -1.0% |
| 7D | +1.1% | -6.9% | +8.0% | +1.4% |
| 30D | -5.2% | -31.5% | +26.4% | -3.0% |
| 3M | +10.6% | -36.1% | +46.6% | +13.4% |
| 6M | -10.6% | -57.6% | +47.0% | -6.9% |
| YTD | -3.1% | -50.0% | +47.0% | -1.0% |
| 1Y | +15.6% | -49.6% | +65.1% | +17.8% |
| 3Y | -12.9% | +48.5% | -61.5% | -15.7% |
| 5Y | +31.2% | -43.8% | +75.0% | +27.3% |
| All | +60.5% | -44.0% | +104.5% | +55.6% |
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