+691.2%
SNPS vs CHRW
+131.6%
+559.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +3.0% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -8.4% | -9.4% | +0.9% | -6.6% |
| 3M | +12.3% | -13.3% | +25.5% | +15.3% |
| 6M | -9.6% | -24.2% | +14.6% | -5.2% |
| YTD | -0.6% | -18.9% | +18.3% | +1.2% |
| 1Y | +18.7% | -12.4% | +31.1% | +18.2% |
| 3Y | -7.6% | +72.2% | -79.8% | -27.7% |
| 5Y | +34.1% | +53.4% | -19.3% | +7.4% |
| 10Y | +691.2% | +127.0% | +564.3% | +445.1% |
| All | +691.2% | +131.6% | +559.6% | +445.1% |
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