+5,740.6%
SNPS vs CLX
+2,244.4%
+3,496.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.7% |
| 7D | -0.6% | +13.6% | -14.3% | -3.4% |
| 30D | -9.8% | +29.1% | -38.9% | -15.0% |
| 3M | +11.7% | +1.6% | +10.1% | +11.0% |
| 6M | -10.9% | +18.7% | -29.7% | -15.0% |
| YTD | -2.1% | +11.1% | -13.2% | -5.7% |
| 1Y | +14.8% | +7.0% | +7.8% | +11.3% |
| 3Y | -11.3% | -10.0% | -1.4% | -11.6% |
| 5Y | +36.2% | -22.6% | +58.9% | +37.7% |
| 10Y | +684.5% | +29.3% | +655.2% | +569.3% |
| All | +5,740.6% | +2,244.4% | +3,496.3% | +1,963.0% |
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