+572.1%
SNPS vs BTI
+72.6%
+499.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -4.6% | -2.0% | -2.6% | -4.2% |
| 30D | -3.3% | -3.4% | +0.1% | -2.7% |
| 3M | -13.8% | -9.0% | -4.8% | -12.3% |
| 6M | -8.2% | -5.0% | -3.2% | -7.9% |
| YTD | -15.4% | -0.3% | -15.1% | -16.4% |
| 1Y | +2.4% | +3.1% | -0.7% | +0.2% |
| 3Y | -13.5% | +111.0% | -124.5% | -31.6% |
| 5Y | +19.5% | +117.0% | -97.6% | -8.0% |
| All | +572.1% | +72.6% | +499.6% | +413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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