-21.0%
SNPS vs FBTC
+65.3%
-86.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.8% |
| 7D | -11.0% | +2.9% | -13.9% | -11.6% |
| 30D | -1.7% | +23.0% | -24.8% | -6.1% |
| 3M | -20.4% | +25.6% | -45.9% | -24.3% |
| 6M | -8.6% | +9.0% | -17.6% | -10.7% |
| YTD | -16.2% | -8.9% | -7.2% | -15.6% |
| 1Y | -34.6% | -27.5% | -7.0% | -31.6% |
| All | -21.0% | +65.3% | -86.3% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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