-14.9%
SNPS vs CHD
+1.8%
-16.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.3% |
| 7D | -5.5% | -4.2% | -1.3% | -5.5% |
| 30D | -4.5% | -7.6% | +3.1% | -4.6% |
| 3M | -15.5% | -1.6% | -13.9% | -15.4% |
| 6M | -10.1% | -6.3% | -3.7% | -9.9% |
| YTD | -16.3% | +14.6% | -30.9% | -16.7% |
| 1Y | -34.9% | +1.6% | -36.5% | -34.6% |
| All | -14.9% | +1.8% | -16.7% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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