-42.2%
SNAP vs COPX
+171.8%
-214.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -2.8% |
| 7D | +1.5% | +5.8% | -4.3% | -1.4% |
| 30D | +1.9% | +7.2% | -5.3% | -2.0% |
| 3M | -3.9% | +16.5% | -20.4% | -12.0% |
| 6M | +5.2% | +18.4% | -13.2% | -6.2% |
| YTD | -32.7% | +31.9% | -64.6% | -45.2% |
| 1Y | -24.8% | +88.5% | -113.3% | -51.4% |
| 3Y | -42.2% | +173.1% | -215.3% | -72.5% |
| All | -42.2% | +171.8% | -214.0% | -72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling