-79.7%
SNAP vs CLX
-1.3%
-78.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.8% | -2.6% |
| 7D | -7.1% | +13.6% | -20.7% | -7.1% |
| 30D | -14.6% | +23.4% | -38.0% | -14.6% |
| 3M | -5.0% | -2.8% | -2.1% | -5.2% |
| 6M | -18.8% | +14.0% | -32.8% | -18.6% |
| YTD | -38.5% | +4.2% | -42.7% | -38.6% |
| 1Y | -38.1% | -1.2% | -36.9% | -38.3% |
| 3Y | -53.8% | -12.7% | -41.1% | -53.9% |
| 5Y | -90.7% | -26.5% | -64.2% | -90.9% |
| All | -79.7% | -1.3% | -78.5% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling