-90.3%
SNAP vs COPX
+113.6%
-203.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -0.5% |
| 7D | +2.6% | +1.1% | +1.4% | +1.8% |
| 30D | -19.6% | -15.9% | -3.7% | -11.7% |
| 3M | +0.4% | -19.6% | +20.0% | +11.7% |
| 6M | -5.9% | -21.5% | +15.6% | +4.5% |
| YTD | -35.3% | -0.8% | -34.6% | -39.1% |
| 1Y | -42.6% | +15.2% | -57.7% | -50.8% |
| 3Y | -53.9% | +134.7% | -188.6% | -75.2% |
| 5Y | -90.3% | +111.3% | -201.6% | -94.2% |
| All | -90.3% | +113.6% | -203.8% | -94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling