+19.5%
SNPS vs BTG
+74.4%
-54.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.3% | +1.5% |
| 7D | -4.6% | -5.8% | +1.2% | -3.8% |
| 30D | -3.3% | +5.7% | -9.1% | -4.1% |
| 3M | -13.8% | +38.1% | -51.9% | -18.0% |
| 6M | -8.2% | +0.3% | -8.5% | -9.1% |
| YTD | -15.4% | +19.9% | -35.3% | -18.7% |
| 1Y | +2.4% | +24.6% | -22.2% | -2.9% |
| 3Y | -13.5% | +96.6% | -110.1% | -25.8% |
| 5Y | +19.5% | +77.7% | -58.2% | +3.3% |
| All | +19.5% | +74.4% | -54.9% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling