+1,661.9%
SNPS vs CHTR
+316.4%
+1,345.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | +0.5% |
| 7D | -5.5% | -0.3% | -5.2% | -5.6% |
| 30D | -5.8% | -4.5% | -1.3% | -5.2% |
| 3M | -17.2% | +10.2% | -27.4% | -20.0% |
| 6M | -10.4% | -37.2% | +26.9% | -3.1% |
| YTD | -16.5% | -30.2% | +13.6% | -12.9% |
| 1Y | -35.6% | -44.8% | +9.1% | -28.5% |
| 3Y | -14.6% | -65.5% | +50.9% | +4.2% |
| 5Y | +16.5% | -81.8% | +98.2% | +68.2% |
| 10Y | +556.6% | -45.8% | +602.3% | +604.1% |
| All | +1,661.9% | +316.4% | +1,345.5% | +988.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling