+4,901.1%
SNPS vs CLX
+1,917.3%
+2,983.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.1% |
| 7D | -11.0% | -9.2% | -1.8% | -9.1% |
| 30D | -1.7% | -11.0% | +9.3% | +0.8% |
| 3M | -20.4% | +5.0% | -25.4% | -21.6% |
| 6M | -8.6% | -18.8% | +10.2% | -4.9% |
| YTD | -16.2% | -4.4% | -11.8% | -16.3% |
| 1Y | -34.6% | -21.9% | -12.7% | -31.6% |
| 3Y | -14.5% | -32.8% | +18.3% | -8.6% |
| 5Y | +17.0% | -34.6% | +51.5% | +23.2% |
| 10Y | +560.0% | -4.7% | +564.7% | +508.9% |
| All | +4,901.1% | +1,917.3% | +2,983.8% | +1,732.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling