+277.4%
COP vs SNAP
-77.4%
+354.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -0.8% | +1.5% | -2.3% | -1.0% |
| 30D | +15.6% | +1.9% | +13.7% | +15.3% |
| 3M | +14.3% | -3.9% | +18.2% | +14.2% |
| 6M | +17.0% | +5.2% | +11.7% | +15.5% |
| YTD | +47.4% | -32.7% | +80.2% | +50.3% |
| 1Y | +52.4% | -24.8% | +77.2% | +53.6% |
| 3Y | +20.8% | -42.2% | +63.0% | +20.1% |
| 5Y | +191.7% | -92.7% | +284.4% | +224.2% |
| All | +277.4% | -77.4% | +354.8% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling