+5,620.1%
SNPS vs CLX
+2,098.3%
+3,521.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -3.7% | +13.6% | -17.3% | -6.4% |
| 30D | -10.4% | +23.4% | -33.7% | -14.7% |
| 3M | +11.0% | -2.8% | +13.8% | +11.3% |
| 6M | -10.7% | +14.0% | -24.7% | -14.0% |
| YTD | -4.1% | +4.2% | -8.3% | -6.4% |
| 1Y | +13.7% | -1.2% | +14.9% | +12.2% |
| 3Y | -8.1% | -12.7% | +4.6% | -7.8% |
| 5Y | +32.2% | -26.5% | +58.7% | +35.1% |
| 10Y | +681.4% | +20.2% | +661.2% | +577.8% |
| All | +5,620.1% | +2,098.3% | +3,521.8% | +1,949.4% |
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