+335.4%
COP vs SNPS
+560.2%
-224.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.7% |
| 7D | -0.8% | -5.5% | +4.6% | +0.2% |
| 30D | +15.6% | -5.8% | +21.3% | +16.4% |
| 3M | +14.3% | -17.2% | +31.5% | +17.9% |
| 6M | +17.0% | -10.4% | +27.4% | +17.7% |
| YTD | +47.4% | -16.5% | +64.0% | +49.8% |
| 1Y | +52.4% | -35.6% | +88.0% | +59.3% |
| 3Y | +20.8% | -14.6% | +35.4% | +10.5% |
| 5Y | +191.7% | +16.5% | +175.2% | +129.2% |
| All | +335.4% | +560.2% | -224.8% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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