+275.8%
COP vs SNAP
-79.0%
+354.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.4% |
| 7D | -8.4% | -7.3% | -1.1% | -8.1% |
| 30D | +0.3% | -18.9% | +19.2% | +1.5% |
| 3M | +15.1% | -5.3% | +20.4% | +15.0% |
| 6M | +19.8% | -16.9% | +36.7% | +20.4% |
| YTD | +46.8% | -37.4% | +84.2% | +49.9% |
| 1Y | +59.7% | -38.5% | +98.2% | +63.3% |
| 3Y | +28.7% | -55.1% | +83.8% | +30.2% |
| 5Y | +110.7% | -90.8% | +201.5% | +129.1% |
| All | +275.8% | -79.0% | +354.8% | +203.5% |
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