+645.9%
SNPS vs CLF
+101.4%
+544.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -12.2% | +7.3% | -2.9% |
| 7D | -10.2% | -21.0% | +10.8% | -6.8% |
| 30D | -12.8% | -8.0% | -4.8% | -12.0% |
| 3M | +9.9% | -10.9% | +20.8% | +11.2% |
| 6M | -12.4% | +5.8% | -18.2% | -14.7% |
| YTD | -6.3% | -15.1% | +8.9% | -6.6% |
| 1Y | +7.6% | +7.2% | +0.4% | +3.1% |
| 3Y | -9.8% | -34.2% | +24.4% | -11.6% |
| 5Y | +29.2% | -49.6% | +78.8% | +27.9% |
| All | +645.9% | +101.4% | +544.5% | +473.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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