-92.9%
SNAP vs COPX
+193.3%
-286.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.7% |
| 7D | -5.0% | +6.0% | -11.0% | -8.1% |
| 30D | -0.7% | +6.4% | -7.2% | -4.4% |
| 3M | -5.0% | +19.3% | -24.3% | -14.8% |
| 6M | +3.5% | +16.2% | -12.7% | -7.2% |
| YTD | -34.2% | +33.2% | -67.4% | -46.9% |
| 1Y | -27.1% | +90.2% | -117.3% | -53.0% |
| 3Y | -43.5% | +175.7% | -219.1% | -72.1% |
| 5Y | -92.9% | +193.1% | -286.0% | -96.5% |
| All | -92.9% | +193.3% | -286.2% | -96.5% |
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 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