+5,680.3%
SNPS vs BTI
+7,206.8%
-1,526.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +1.1% | +1.6% | -0.6% | +0.8% |
| 30D | -5.2% | +9.2% | -14.4% | -6.6% |
| 3M | +10.6% | +9.6% | +0.9% | +8.6% |
| 6M | -10.6% | -2.4% | -8.2% | -10.7% |
| YTD | -3.1% | +14.2% | -17.3% | -6.1% |
| 1Y | +15.6% | +20.3% | -4.7% | +11.0% |
| 3Y | -12.9% | +147.4% | -160.4% | -26.9% |
| 5Y | +31.2% | +155.4% | -124.3% | +8.9% |
| 10Y | +663.4% | +127.3% | +536.1% | +534.3% |
| All | +5,680.3% | +7,206.8% | -1,526.4% | +3,057.0% |
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