+660.9%
SNPS vs CLF
+74.2%
+586.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | +1.1% | +10.4% | -9.3% | -0.6% |
| 30D | -5.2% | +0.6% | -5.7% | -5.6% |
| 3M | +10.6% | +4.1% | +6.4% | +9.1% |
| 6M | -10.6% | +15.1% | -25.7% | -14.1% |
| YTD | -3.1% | -4.7% | +1.7% | -5.3% |
| 1Y | +15.6% | +20.4% | -4.8% | +8.6% |
| 3Y | -12.9% | -23.4% | +10.4% | -16.8% |
| 5Y | +31.2% | -43.3% | +74.5% | +27.4% |
| All | +660.9% | +74.2% | +586.8% | +466.8% |
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