+2,117.6%
SNPS vs CHRW
+3,527.3%
-1,409.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.0% |
| 7D | -3.7% | +0.6% | -4.2% | -3.9% |
| 30D | -10.4% | -7.3% | -3.1% | -8.9% |
| 3M | +11.0% | -14.2% | +25.1% | +14.8% |
| 6M | -10.7% | -25.1% | +14.4% | -5.2% |
| YTD | -4.1% | -21.2% | +17.1% | -0.8% |
| 1Y | +13.7% | -14.2% | +27.9% | +14.7% |
| 3Y | -8.1% | +63.5% | -71.6% | -26.4% |
| 5Y | +32.2% | +49.6% | -17.4% | +7.2% |
| 10Y | +681.4% | +129.4% | +552.0% | +438.8% |
| All | +2,117.6% | +3,527.3% | -1,409.6% | +442.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling