-34.9%
SNPS vs BTI
+2.0%
-36.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | 0.0% |
| 7D | -5.5% | -2.4% | -3.0% | -5.9% |
| 30D | -4.5% | -4.8% | +0.3% | -5.3% |
| 3M | -15.5% | -8.1% | -7.4% | -16.7% |
| 6M | -10.1% | -4.2% | -5.9% | -10.3% |
| YTD | -16.3% | -1.3% | -15.0% | -16.5% |
| 1Y | -34.9% | +2.1% | -37.1% | -32.5% |
| All | -34.9% | +2.0% | -36.9% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling