+15.6%
SNPS vs CLF
+15.2%
+0.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.1% |
| 7D | +1.1% | +10.4% | -9.3% | -0.5% |
| 30D | -5.2% | +0.6% | -5.7% | -5.5% |
| 3M | +10.6% | +4.1% | +6.4% | +9.3% |
| 6M | -10.6% | +15.1% | -25.7% | -13.2% |
| YTD | -3.1% | -4.7% | +1.7% | -8.5% |
| 1Y | +15.6% | +20.4% | -4.8% | +1.3% |
| All | +15.6% | +15.2% | +0.3% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling