+944.7%
SNPS vs CNH
+64.7%
+880.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.0% | -9.4% | -6.5% |
| 7D | -11.0% | +23.3% | -34.3% | -16.1% |
| 30D | -1.7% | +33.5% | -35.2% | -9.6% |
| 3M | -20.4% | +32.7% | -53.1% | -27.0% |
| 6M | -8.6% | +22.2% | -30.8% | -15.0% |
| YTD | -16.2% | +57.7% | -73.8% | -27.8% |
| 1Y | -34.6% | +28.0% | -62.6% | -40.2% |
| 3Y | -14.5% | +11.5% | -26.0% | -20.6% |
| 5Y | +17.0% | +11.9% | +5.1% | +6.5% |
| 10Y | +560.0% | +162.8% | +397.2% | +361.4% |
| All | +944.7% | +64.7% | +880.0% | +650.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling