-76.8%
SNAP vs CLX
-14.6%
-62.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +2.9% |
| 7D | +3.8% | -5.7% | +9.5% | +3.8% |
| 30D | +9.2% | -17.0% | +26.3% | +9.0% |
| 3M | +6.6% | -9.7% | +16.2% | +6.4% |
| 6M | +16.9% | -19.8% | +36.7% | +16.0% |
| YTD | -29.6% | -9.8% | -19.8% | -29.7% |
| 1Y | -22.1% | -26.2% | +4.1% | -22.7% |
| 3Y | -39.8% | -36.2% | -3.6% | -40.8% |
| 5Y | -92.4% | -38.3% | -54.0% | -92.5% |
| All | -76.8% | -14.6% | -62.2% | -78.3% |
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