+691.2%
SNPS vs CLF
+92.7%
+598.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +2.5% |
| 7D | +0.2% | -14.1% | +14.3% | +2.6% |
| 30D | -8.4% | -5.5% | -2.9% | -7.9% |
| 3M | +12.3% | 0.0% | +12.3% | +11.5% |
| 6M | -9.6% | +11.3% | -20.8% | -12.7% |
| YTD | -0.6% | -7.7% | +7.1% | -2.3% |
| 1Y | +18.7% | +17.5% | +1.1% | +11.9% |
| 3Y | -7.6% | -25.4% | +17.9% | -11.3% |
| 5Y | +34.1% | -46.0% | +80.1% | +31.2% |
| 10Y | +691.2% | +80.1% | +611.1% | +495.1% |
| All | +691.2% | +92.7% | +598.5% | +495.1% |
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