-19.8%
SNPS vs CHYM
-24.0%
+4.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +2.2% |
| 7D | -4.6% | -2.9% | -1.7% | -4.1% |
| 30D | -3.3% | +3.0% | -6.3% | -4.1% |
| 3M | -13.8% | +98.7% | -112.5% | -28.3% |
| 6M | -8.2% | +46.4% | -54.6% | -17.7% |
| YTD | -15.4% | +29.8% | -45.2% | -22.1% |
| 1Y | +2.4% | +40.5% | -38.0% | -6.7% |
| All | -19.8% | -24.0% | +4.3% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling