+52.4%
COP vs SNAP
-25.5%
+77.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | -0.8% | +1.5% | -2.3% | -0.7% |
| 30D | +15.6% | +1.9% | +13.7% | +15.9% |
| 3M | +14.3% | -3.9% | +18.2% | +15.1% |
| 6M | +17.0% | +5.2% | +11.7% | +19.3% |
| YTD | +47.4% | -32.7% | +80.2% | +52.4% |
| 1Y | +52.4% | -24.8% | +77.2% | +60.1% |
| All | +52.4% | -25.5% | +77.9% | +60.1% |
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