+113.0%
COP vs SNPS
+31.8%
+81.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.4% |
| 7D | -11.5% | -3.7% | -7.9% | -11.3% |
| 30D | +5.0% | -10.4% | +15.3% | +5.7% |
| 3M | +17.5% | +11.0% | +6.5% | +16.1% |
| 6M | +16.2% | -10.7% | +26.9% | +17.0% |
| YTD | +48.8% | -4.1% | +52.9% | +48.0% |
| 1Y | +64.1% | +13.7% | +50.4% | +59.9% |
| 3Y | +25.7% | -8.1% | +33.7% | +18.4% |
| All | +113.0% | +31.8% | +81.2% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling