+5,740.6%
SNPS vs CHD
+7,391.6%
-1,651.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -0.6% | +2.4% | -3.0% | -1.2% |
| 30D | -9.8% | +13.9% | -23.7% | -12.9% |
| 3M | +11.7% | +8.5% | +3.2% | +9.2% |
| 6M | -10.9% | +20.4% | -31.3% | -15.4% |
| YTD | -2.1% | +34.5% | -36.6% | -10.0% |
| 1Y | +14.8% | +33.8% | -19.0% | +5.5% |
| 3Y | -11.3% | +29.1% | -40.5% | -18.6% |
| 5Y | +36.2% | +31.2% | +5.0% | +22.9% |
| 10Y | +684.5% | +193.1% | +491.4% | +466.4% |
| All | +5,740.6% | +7,391.6% | -1,651.0% | +1,911.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling