+660.9%
SNPS vs CL
+88.0%
+572.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.1% |
| 7D | +1.1% | +3.2% | -2.2% | +0.3% |
| 30D | -5.2% | +8.0% | -13.2% | -7.2% |
| 3M | +10.6% | +7.9% | +2.7% | +8.0% |
| 6M | -10.6% | +14.7% | -25.3% | -14.6% |
| YTD | -3.1% | +29.2% | -32.2% | -11.7% |
| 1Y | +15.6% | +29.5% | -14.0% | +5.0% |
| 3Y | -12.9% | +40.7% | -53.6% | -26.2% |
| 5Y | +31.2% | +43.9% | -12.7% | +8.3% |
| All | +660.9% | +88.0% | +572.9% | +457.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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