+17.1%
SNPS vs CLF
-47.7%
+64.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.8% | -7.2% | -5.7% |
| 7D | -11.0% | +7.6% | -18.6% | -12.3% |
| 30D | -1.7% | -1.2% | -0.6% | -1.7% |
| 3M | -20.4% | -13.4% | -7.0% | -18.8% |
| 6M | -8.6% | +15.4% | -24.0% | -12.8% |
| YTD | -16.2% | -5.9% | -10.3% | -17.8% |
| 1Y | -34.6% | +18.8% | -53.4% | -40.4% |
| 3Y | -14.5% | -19.4% | +4.9% | -20.0% |
| All | +17.1% | -47.7% | +64.8% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling