def clip_returns_to_benchmark(rets, benchmark_rets):
    """
    Drop entries from rets so that the start and end dates of rets match those
    of benchmark_rets.

    Parameters
    ----------
    rets : pd.Series
        Daily returns of the strategy, noncumulative.
         - See pf.tears.create_full_tear_sheet for more details

    benchmark_rets : pd.Series
        Daily returns of the benchmark, noncumulative.

    Returns
    -------
    clipped_rets : pd.Series
        Daily noncumulative returns with index clipped to match that of
        benchmark returns.
    """
    if rets.index[0] < benchmark_rets.index[0] or rets.index[-1
        ] > benchmark_rets.index[-1]:
        clipped_rets = rets[benchmark_rets.index]
    else:
        clipped_rets = rets
    return clipped_rets
