-25.5%
SNPS vs BTSG
+416.6%
-442.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -5.5% | +2.9% | -8.4% | -5.8% |
| 30D | -4.5% | +0.9% | -5.4% | -4.7% |
| 3M | -15.5% | +1.6% | -17.1% | -16.6% |
| 6M | -10.1% | +46.8% | -56.9% | -17.1% |
| YTD | -16.3% | +65.5% | -81.8% | -24.2% |
| 1Y | -34.9% | +136.2% | -171.2% | -44.0% |
| All | -25.5% | +416.6% | -442.1% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling