+336.7%
COP vs SNPS
+635.4%
-298.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | +4.4% | +1.1% | +3.4% | +4.2% |
| 30D | 0.0% | -5.2% | +5.1% | +0.7% |
| 3M | +15.0% | +10.6% | +4.5% | +11.8% |
| 6M | +22.0% | -10.6% | +32.6% | +23.1% |
| YTD | +55.3% | -3.1% | +58.4% | +52.5% |
| 1Y | +64.1% | +15.6% | +48.6% | +54.5% |
| 3Y | +34.1% | -12.9% | +47.0% | +24.1% |
| 5Y | +133.4% | +31.2% | +102.2% | +80.2% |
| All | +336.7% | +635.4% | -298.7% | +70.1% |
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