+574.2%
SNPS vs CLX
-3.8%
+578.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | -5.5% | -4.9% | -0.5% | -4.9% |
| 30D | -4.5% | -15.8% | +11.3% | -2.6% |
| 3M | -15.5% | -7.9% | -7.6% | -14.8% |
| 6M | -10.1% | -19.0% | +9.0% | -8.0% |
| YTD | -16.3% | -7.9% | -8.3% | -16.0% |
| 1Y | -34.9% | -25.4% | -9.6% | -32.7% |
| 3Y | -14.4% | -35.0% | +20.7% | -10.5% |
| 5Y | +17.9% | -36.8% | +54.6% | +22.0% |
| 10Y | +574.2% | -1.4% | +575.7% | +502.2% |
| All | +574.2% | -3.8% | +578.1% | +502.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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