+5,768.2%
SNPS vs BTI
+7,107.6%
-1,339.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -0.2% | -3.0% | +2.9% | +0.3% |
| 30D | -8.0% | +9.8% | -17.8% | -9.5% |
| 3M | +12.5% | +9.2% | +3.3% | +10.5% |
| 6M | -10.5% | +4.0% | -14.5% | -11.6% |
| YTD | -1.6% | +12.7% | -14.3% | -4.4% |
| 1Y | +16.8% | +15.9% | +0.9% | +12.9% |
| 3Y | -10.9% | +148.9% | -159.9% | -25.3% |
| 5Y | +35.8% | +152.8% | -117.0% | +12.9% |
| 10Y | +675.0% | +124.2% | +550.7% | +545.3% |
| All | +5,768.2% | +7,107.6% | -1,339.4% | +3,112.1% |
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