+291.4%
COP vs SNAP
-78.3%
+369.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.7% |
| 7D | +3.4% | +2.6% | +0.8% | +3.2% |
| 30D | -0.6% | -19.6% | +19.0% | +0.6% |
| 3M | +10.8% | +0.4% | +10.4% | +10.3% |
| 6M | +19.6% | -5.9% | +25.6% | +19.2% |
| YTD | +52.9% | -35.3% | +88.2% | +55.8% |
| 1Y | +62.2% | -42.6% | +104.8% | +66.7% |
| 3Y | +32.4% | -53.9% | +86.2% | +33.7% |
| 5Y | +129.7% | -90.3% | +220.0% | +148.7% |
| All | +291.4% | -78.3% | +369.7% | +215.4% |
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