+556.6%
SNPS vs CHRW
+168.2%
+388.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.9% |
| 7D | -5.5% | +1.9% | -7.4% | -6.0% |
| 30D | -5.8% | +0.9% | -6.7% | -6.0% |
| 3M | -17.2% | -19.9% | +2.7% | -13.4% |
| 6M | -10.4% | -15.8% | +5.4% | -8.0% |
| YTD | -16.5% | -5.6% | -11.0% | -17.6% |
| 1Y | -35.6% | +21.0% | -56.7% | -41.3% |
| 3Y | -14.6% | +86.0% | -100.6% | -33.6% |
| 5Y | +16.5% | +88.6% | -72.2% | -11.2% |
| 10Y | +556.6% | +169.3% | +387.3% | +328.9% |
| All | +556.6% | +168.2% | +388.4% | +328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling