+16.5%
SNPS vs CHD
+21.8%
-5.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.3% |
| 7D | -5.5% | -2.9% | -2.6% | -5.3% |
| 30D | -5.8% | -6.2% | +0.4% | -5.3% |
| 3M | -17.2% | +1.6% | -18.8% | -17.3% |
| 6M | -10.4% | -3.5% | -6.8% | -10.1% |
| YTD | -16.5% | +16.2% | -32.8% | -18.4% |
| 1Y | -35.6% | +3.4% | -39.0% | -35.8% |
| 3Y | -14.6% | +4.6% | -19.2% | -16.2% |
| 5Y | +16.5% | +21.1% | -4.7% | +1.6% |
| All | +16.5% | +21.8% | -5.3% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling