+4,901.1%
SNPS vs CHD
+6,506.1%
-1,605.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -2.7% | -8.3% | -10.4% |
| 30D | -1.7% | -4.6% | +2.9% | -0.6% |
| 3M | -20.4% | +5.0% | -25.4% | -21.5% |
| 6M | -8.6% | -3.2% | -5.4% | -8.3% |
| YTD | -16.2% | +18.6% | -34.8% | -20.3% |
| 1Y | -34.6% | +4.8% | -39.4% | -35.8% |
| 3Y | -14.5% | +6.1% | -20.6% | -17.5% |
| 5Y | +17.0% | +24.0% | -7.0% | +7.1% |
| 10Y | +560.0% | +124.5% | +435.6% | +409.9% |
| All | +4,901.1% | +6,506.1% | -1,605.0% | +1,681.0% |
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