+17.9%
SNPS vs ODFL
+25.9%
-8.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.4% |
| 7D | -5.5% | -3.0% | -2.5% | -4.3% |
| 30D | -4.5% | -14.3% | +9.8% | +1.7% |
| 3M | -15.5% | -26.7% | +11.2% | -4.6% |
| 6M | -10.1% | -7.5% | -2.6% | -9.0% |
| YTD | -16.3% | +16.5% | -32.8% | -24.9% |
| 1Y | -34.9% | +23.5% | -58.5% | -43.2% |
| 3Y | -14.4% | -12.1% | -2.3% | -15.8% |
| 5Y | +17.9% | +28.9% | -11.0% | -12.4% |
| All | +17.9% | +25.9% | -8.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 5y: compounded portfolio wealth divided by compounded ODFL 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…
5y analysis · Full analysis span regression · 6 months rolling