+16.5%
SNPS vs CLX
-35.2%
+51.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -5.5% | -3.5% | -1.9% | -5.3% |
| 30D | -5.8% | -11.9% | +6.1% | -5.3% |
| 3M | -17.2% | -2.6% | -14.6% | -17.1% |
| 6M | -10.4% | -18.2% | +7.8% | -9.6% |
| YTD | -16.5% | -5.9% | -10.6% | -16.6% |
| 1Y | -35.6% | -23.8% | -11.8% | -34.7% |
| 3Y | -14.6% | -33.6% | +19.0% | -13.3% |
| 5Y | +16.5% | -35.7% | +52.1% | +12.3% |
| All | +16.5% | -35.2% | +51.6% | +12.3% |
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 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