+4,524.7%
COP vs SNPS
+6,355.4%
-1,830.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -6.1% | -0.6% | -5.5% | -6.1% |
| 30D | +1.1% | -9.8% | +10.9% | +2.4% |
| 3M | +10.9% | +11.7% | -0.8% | +8.5% |
| 6M | +20.8% | -10.9% | +31.7% | +21.5% |
| YTD | +48.0% | -2.1% | +50.1% | +45.9% |
| 1Y | +58.5% | +14.8% | +43.8% | +52.6% |
| 3Y | +28.1% | -11.3% | +39.5% | +23.4% |
| 5Y | +120.5% | +36.2% | +84.2% | +95.8% |
| 10Y | +310.1% | +684.5% | -374.4% | +182.9% |
| All | +4,524.7% | +6,355.4% | -1,830.7% | +2,545.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling