-14.6%
SNPS vs CLX
-34.1%
+19.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -5.5% | -3.5% | -1.9% | -5.4% |
| 30D | -5.8% | -11.9% | +6.1% | -5.7% |
| 3M | -17.2% | -2.6% | -14.6% | -17.2% |
| 6M | -10.4% | -18.2% | +7.8% | -10.0% |
| YTD | -16.5% | -5.9% | -10.6% | -16.7% |
| 1Y | -35.6% | -23.8% | -11.8% | -34.8% |
| 3Y | -14.6% | -33.6% | +19.0% | -11.3% |
| All | -14.6% | -34.1% | +19.5% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling