+4,479.3%
COP vs SNPS
+5,427.6%
-948.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | -0.3% |
| 7D | +3.0% | -11.0% | +14.0% | +4.6% |
| 30D | +17.5% | -1.7% | +19.2% | +17.4% |
| 3M | +13.4% | -20.4% | +33.7% | +16.4% |
| 6M | +17.7% | -8.6% | +26.4% | +18.0% |
| YTD | +46.6% | -16.2% | +62.7% | +48.3% |
| 1Y | +44.6% | -34.6% | +79.2% | +48.6% |
| 3Y | +20.7% | -14.5% | +35.2% | +17.0% |
| 5Y | +185.0% | +17.0% | +168.1% | +159.4% |
| 10Y | +347.0% | +560.0% | -213.0% | +217.1% |
| All | +4,479.3% | +5,427.6% | -948.3% | +2,588.1% |
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