-25.4%
SNPS vs BTSG
+406.1%
-431.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.2% |
| 7D | -11.0% | +2.7% | -13.7% | -11.4% |
| 30D | -1.7% | -3.6% | +1.9% | -1.3% |
| 3M | -20.4% | +5.8% | -26.2% | -22.0% |
| 6M | -8.6% | +44.7% | -53.4% | -15.6% |
| YTD | -16.2% | +62.2% | -78.3% | -23.8% |
| 1Y | -34.6% | +152.1% | -186.7% | -44.4% |
| All | -25.4% | +406.1% | -431.5% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling