-24.8%
SNPS vs BTSG
+389.4%
-414.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +0.9% | -3.3% | +4.2% | +1.3% |
| 30D | -3.6% | -1.6% | -2.0% | -3.5% |
| 3M | -12.9% | -6.9% | -6.0% | -13.0% |
| 6M | -8.2% | +42.1% | -50.3% | -15.1% |
| YTD | -15.4% | +56.8% | -72.2% | -22.8% |
| 1Y | -9.3% | +109.8% | -119.1% | -20.3% |
| All | -24.8% | +389.4% | -414.2% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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