+4,547.9%
COP vs SNPS
+6,222.2%
-1,674.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.3% |
| 7D | -11.5% | -3.7% | -7.9% | -11.1% |
| 30D | +5.0% | -10.4% | +15.3% | +6.3% |
| 3M | +17.5% | +11.0% | +6.5% | +15.0% |
| 6M | +16.2% | -10.7% | +26.9% | +16.9% |
| YTD | +48.8% | -4.1% | +52.9% | +47.1% |
| 1Y | +64.1% | +13.7% | +50.4% | +58.1% |
| 3Y | +25.7% | -8.1% | +33.7% | +20.3% |
| 5Y | +114.4% | +32.2% | +82.2% | +91.3% |
| 10Y | +331.7% | +681.4% | -349.7% | +198.1% |
| All | +4,547.9% | +6,222.2% | -1,674.4% | +2,567.1% |
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 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