-9.3%
SNPS vs CHYM
+42.5%
-51.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +0.9% | -2.3% | +3.2% | +1.2% |
| 30D | -3.6% | +4.4% | -8.1% | -4.6% |
| 3M | -12.9% | +91.3% | -104.2% | -25.8% |
| 6M | -8.2% | +44.0% | -52.2% | -16.5% |
| YTD | -15.4% | +31.1% | -46.5% | -21.6% |
| 1Y | -9.3% | +37.8% | -47.1% | -14.8% |
| All | -9.3% | +42.5% | -51.8% | -14.8% |
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