+572.5%
SNPS vs BTG
+159.3%
+413.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.9% | -3.8% | +4.7% | +1.3% |
| 30D | -3.6% | +3.6% | -7.3% | -4.0% |
| 3M | -12.9% | +32.0% | -44.9% | -15.6% |
| 6M | -8.2% | +3.4% | -11.6% | -9.2% |
| YTD | -15.4% | +20.8% | -36.2% | -17.8% |
| 1Y | -9.3% | +22.4% | -31.7% | -12.4% |
| 3Y | -14.0% | +91.7% | -105.7% | -21.8% |
| 5Y | +19.5% | +79.0% | -59.5% | +8.2% |
| All | +572.5% | +159.3% | +413.2% | +525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling