+186.4%
COP vs SNPS
+17.0%
+169.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.7% |
| 7D | +3.0% | -11.0% | +14.0% | +3.9% |
| 30D | +17.5% | -1.7% | +19.2% | +17.4% |
| 3M | +13.4% | -20.4% | +33.7% | +15.3% |
| 6M | +17.7% | -8.6% | +26.4% | +17.8% |
| YTD | +46.6% | -16.2% | +62.7% | +47.6% |
| 1Y | +44.6% | -34.6% | +79.2% | +47.6% |
| 3Y | +20.7% | -14.5% | +35.2% | +14.1% |
| All | +186.4% | +17.0% | +169.3% | +162.1% |
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 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