+504.6%
CSX vs SNPS
+561.9%
-57.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +2.3% |
| 7D | -3.4% | -11.0% | +7.6% | -0.5% |
| 30D | -3.1% | -1.7% | -1.3% | -3.1% |
| 3M | +7.2% | -20.4% | +27.5% | +12.9% |
| 6M | +16.2% | -8.6% | +24.8% | +16.8% |
| YTD | +37.5% | -16.2% | +53.7% | +40.7% |
| 1Y | +53.2% | -34.6% | +87.8% | +61.9% |
| 3Y | +68.2% | -14.5% | +82.7% | +52.5% |
| 5Y | +65.2% | +17.0% | +48.2% | +26.0% |
| All | +504.6% | +561.9% | -57.3% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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