-20.8%
SNPS vs CHYM
-24.9%
+4.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | +0.5% |
| 7D | -5.5% | +2.1% | -7.5% | -6.0% |
| 30D | -5.8% | +11.0% | -16.8% | -8.1% |
| 3M | -17.2% | +83.9% | -101.1% | -29.6% |
| 6M | -10.4% | +45.3% | -55.7% | -19.5% |
| YTD | -16.5% | +28.4% | -44.9% | -22.9% |
| 1Y | -35.6% | +32.2% | -67.8% | -40.1% |
| All | -20.8% | -24.9% | +4.1% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling