+17.7%
COP vs SNPS
-7.4%
+25.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -1.9% |
| 7D | +3.0% | -11.0% | +14.0% | +1.2% |
| 30D | +17.5% | -1.7% | +19.2% | +17.4% |
| 3M | +13.4% | -20.4% | +33.7% | +10.6% |
| 6M | +17.7% | -8.6% | +26.4% | +18.3% |
| All | +17.7% | -7.4% | +25.1% | +18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling