+29.3%
SNPS vs CLX
-27.2%
+56.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.3% |
| 7D | -3.7% | +13.6% | -17.3% | -4.0% |
| 30D | -10.4% | +23.4% | -33.7% | -10.9% |
| 3M | +11.0% | -2.8% | +13.8% | +11.2% |
| 6M | -10.7% | +14.0% | -24.7% | -11.0% |
| YTD | -4.1% | +4.2% | -8.3% | -4.3% |
| 1Y | +13.7% | -1.2% | +14.9% | +13.8% |
| 3Y | -8.1% | -12.7% | +4.6% | -8.0% |
| All | +29.3% | -27.2% | +56.5% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling