+74.5%
CSX vs SNPS
-7.7%
+82.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +2.5% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +6.8% | -8.4% | +15.2% | +7.6% |
| 3M | +0.7% | +12.3% | -11.6% | -0.7% |
| 6M | +13.3% | -9.6% | +22.8% | +14.1% |
| YTD | +40.5% | -0.6% | +41.1% | +39.4% |
| 1Y | +44.7% | +18.7% | +26.0% | +40.2% |
| 3Y | +74.5% | -7.6% | +82.1% | +64.2% |
| All | +74.5% | -7.7% | +82.2% | +64.2% |
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