+675.0%
SNPS vs CLF
+83.8%
+591.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | -0.2% | +2.3% | -2.5% | -0.7% |
| 30D | -8.0% | +1.9% | -10.0% | -8.7% |
| 3M | +12.5% | +5.9% | +6.6% | +10.7% |
| 6M | -10.5% | +16.9% | -27.4% | -14.2% |
| YTD | -1.6% | -1.1% | -0.6% | -4.4% |
| 1Y | +16.8% | +28.8% | -12.0% | +8.5% |
| 3Y | -10.9% | -20.6% | +9.7% | -15.4% |
| 5Y | +35.8% | -41.5% | +77.3% | +31.2% |
| 10Y | +675.0% | +87.5% | +587.5% | +473.7% |
| All | +675.0% | +83.8% | +591.2% | +473.7% |
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