-77.5%
SNAP vs COPX
+339.8%
-417.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.0% | +10.9% | +7.5% |
| 7D | -3.2% | -2.9% | -0.3% | -2.1% |
| 30D | +0.2% | 0.0% | +0.2% | -0.5% |
| 3M | +2.6% | +14.8% | -12.2% | -5.9% |
| 6M | +12.4% | +7.0% | +5.4% | +5.6% |
| YTD | -31.6% | +23.8% | -55.4% | -41.7% |
| 1Y | -21.7% | +75.7% | -97.4% | -45.1% |
| 3Y | -41.2% | +156.4% | -197.6% | -67.1% |
| 5Y | -92.6% | +167.6% | -260.2% | -96.0% |
| All | -77.5% | +339.8% | -417.3% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling