+34.1%
COP vs SNAP
-53.6%
+87.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.6% |
| 7D | +4.4% | +6.0% | -1.6% | +4.2% |
| 30D | 0.0% | -13.8% | +13.7% | +0.3% |
| 3M | +15.0% | -0.8% | +15.8% | +14.8% |
| 6M | +22.0% | -6.2% | +28.2% | +22.0% |
| YTD | +55.3% | -34.8% | +90.2% | +59.0% |
| 1Y | +64.1% | -38.7% | +102.8% | +68.7% |
| 3Y | +34.1% | -53.5% | +87.5% | +28.6% |
| All | +34.1% | -53.6% | +87.6% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling