+44.6%
COP vs SNAP
-24.3%
+69.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +3.0% | -1.3% |
| 7D | +3.0% | +0.7% | +2.3% | +3.1% |
| 30D | +17.5% | +2.6% | +14.9% | +17.9% |
| 3M | +13.4% | -9.9% | +23.2% | +13.7% |
| 6M | +17.7% | +1.9% | +15.9% | +20.3% |
| YTD | +46.6% | -32.2% | +78.8% | +51.1% |
| 1Y | +44.6% | -22.8% | +67.5% | +51.9% |
| All | +44.6% | -24.3% | +69.0% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling