+58.1%
CSX vs SNPS
+35.4%
+22.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +8.7% | -8.0% | +16.7% | +9.9% |
| 3M | +4.2% | +12.5% | -8.3% | +1.7% |
| 6M | +16.7% | -10.5% | +27.2% | +17.9% |
| YTD | +44.5% | -1.6% | +46.1% | +42.5% |
| 1Y | +50.3% | +16.8% | +33.5% | +43.2% |
| 3Y | +76.3% | -10.9% | +87.2% | +64.9% |
| 5Y | +58.1% | +35.8% | +22.4% | +26.3% |
| All | +58.1% | +35.4% | +22.7% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling