+4,901.1%
SNPS vs BTI
+6,332.1%
-1,430.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.2% |
| 7D | -11.0% | -1.4% | -9.6% | -10.8% |
| 30D | -1.7% | -6.6% | +4.9% | -0.7% |
| 3M | -20.4% | -3.0% | -17.4% | -20.3% |
| 6M | -8.6% | -6.7% | -1.9% | -8.1% |
| YTD | -16.2% | +0.6% | -16.7% | -16.8% |
| 1Y | -34.6% | +5.6% | -40.2% | -35.7% |
| 3Y | -14.5% | +110.3% | -124.8% | -26.1% |
| 5Y | +17.0% | +114.3% | -97.3% | +0.2% |
| 10Y | +560.0% | +67.7% | +492.4% | +475.8% |
| All | +4,901.1% | +6,332.1% | -1,430.9% | +2,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling