+74.5%
CSX vs SNPS
-9.8%
+84.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.5% | -1.9% |
| 7D | -2.7% | -10.2% | +7.5% | -1.9% |
| 30D | +7.0% | -12.8% | +19.8% | +8.2% |
| 3M | -0.3% | +9.9% | -10.1% | -1.5% |
| 6M | +13.5% | -12.4% | +25.9% | +14.6% |
| YTD | +41.5% | -6.3% | +47.8% | +41.0% |
| 1Y | +45.8% | +7.6% | +38.1% | +42.6% |
| All | +74.5% | -9.8% | +84.3% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling