-78.5%
SNAP vs CLX
+8.1%
-86.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.8% |
| 7D | +6.0% | +9.5% | -3.5% | +6.0% |
| 30D | -13.8% | +30.7% | -44.5% | -13.8% |
| 3M | -0.8% | +4.2% | -5.0% | -1.0% |
| 6M | -6.2% | +22.1% | -28.4% | -6.1% |
| YTD | -34.8% | +14.1% | -48.9% | -34.9% |
| 1Y | -38.7% | +10.3% | -49.0% | -38.8% |
| 3Y | -53.5% | -7.8% | -45.6% | -53.7% |
| 5Y | -90.2% | -20.8% | -69.4% | -90.4% |
| All | -78.5% | +8.1% | -86.6% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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