+556.6%
SNPS vs CNH
+152.9%
+403.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.6% | +5.1% | +1.1% |
| 7D | -5.5% | +8.8% | -14.3% | -8.0% |
| 30D | -5.8% | +24.7% | -30.4% | -12.2% |
| 3M | -17.2% | +27.3% | -44.5% | -23.8% |
| 6M | -10.4% | +23.2% | -33.5% | -17.4% |
| YTD | -16.5% | +48.9% | -65.5% | -28.0% |
| 1Y | -35.6% | +19.4% | -55.0% | -40.5% |
| 3Y | -14.6% | +7.8% | -22.4% | -20.6% |
| 5Y | +16.5% | +8.7% | +7.7% | +5.7% |
| 10Y | +556.6% | +149.5% | +407.0% | +337.9% |
| All | +556.6% | +152.9% | +403.6% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling