+1,532.2%
SNPS vs BTG
+392.0%
+1,140.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.3% |
| 7D | -11.0% | -0.9% | -10.1% | -11.0% |
| 30D | -1.7% | +36.8% | -38.6% | -3.6% |
| 3M | -20.4% | +23.1% | -43.5% | -21.4% |
| 6M | -8.6% | +3.5% | -12.1% | -9.2% |
| YTD | -16.2% | +25.5% | -41.6% | -17.7% |
| 1Y | -34.6% | +40.1% | -74.7% | -36.3% |
| 3Y | -14.5% | +101.1% | -115.6% | -18.9% |
| 5Y | +17.0% | +70.6% | -53.6% | +11.2% |
| 10Y | +560.0% | +152.1% | +407.9% | +513.8% |
| All | +1,532.2% | +392.0% | +1,140.2% | +1,301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling