-34.6%
SNPS vs CHYM
+38.9%
-73.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | +1.7% | -12.7% | -11.4% |
| 30D | -1.7% | +30.2% | -32.0% | -9.0% |
| 3M | -20.4% | +85.9% | -106.3% | -33.9% |
| 6M | -8.6% | +49.9% | -58.5% | -19.5% |
| YTD | -16.2% | +34.1% | -50.3% | -23.6% |
| 1Y | -34.6% | +37.0% | -71.6% | -29.5% |
| All | -34.6% | +38.9% | -73.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 1y: compounded portfolio wealth divided by compounded CHYM 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…
1y analysis · Full analysis span regression · 6 months rolling