+19.5%
SNPS vs CHTR
-82.1%
+101.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.0% | -4.0% | +0.3% |
| 7D | -4.6% | -7.1% | +2.6% | -3.6% |
| 30D | -3.3% | -10.9% | +7.5% | -2.0% |
| 3M | -13.8% | +2.0% | -15.8% | -14.7% |
| 6M | -8.2% | -35.9% | +27.7% | -3.8% |
| YTD | -15.4% | -32.7% | +17.2% | -12.7% |
| 1Y | +2.4% | -46.6% | +49.0% | +11.6% |
| 3Y | -13.5% | -66.7% | +53.2% | +3.9% |
| 5Y | +19.5% | -82.1% | +101.6% | +72.4% |
| All | +19.5% | -82.1% | +101.6% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling