+572.5%
SNPS vs CHTR
-44.7%
+617.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.8% |
| 7D | +0.9% | -4.1% | +5.0% | +1.7% |
| 30D | -3.6% | -3.0% | -0.7% | -3.5% |
| 3M | -12.9% | +4.8% | -17.7% | -15.0% |
| 6M | -8.2% | -35.0% | +26.8% | -1.6% |
| YTD | -15.4% | -30.2% | +14.8% | -11.8% |
| 1Y | -9.3% | -44.8% | +35.5% | +1.4% |
| 3Y | -14.0% | -66.6% | +52.6% | +8.4% |
| 5Y | +19.5% | -81.5% | +101.0% | +84.7% |
| All | +572.5% | -44.7% | +617.2% | +641.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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