-34.9%
SNPS vs CLX
-25.2%
-9.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | -5.5% | -4.9% | -0.5% | -5.5% |
| 30D | -4.5% | -15.8% | +11.3% | -4.8% |
| 3M | -15.5% | -7.9% | -7.6% | -15.6% |
| 6M | -10.1% | -19.0% | +9.0% | -10.3% |
| YTD | -16.3% | -7.9% | -8.3% | -17.6% |
| 1Y | -34.9% | -25.4% | -9.6% | -27.0% |
| All | -34.9% | -25.2% | -9.8% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling