-78.5%
SNAP vs COPX
+243.6%
-322.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.1% |
| 7D | +6.0% | -2.8% | +8.9% | +7.5% |
| 30D | -13.8% | -14.3% | +0.6% | -6.6% |
| 3M | -0.8% | -19.0% | +18.3% | +9.8% |
| 6M | -6.2% | -24.4% | +18.2% | +5.8% |
| YTD | -34.8% | -3.2% | -31.6% | -37.0% |
| 1Y | -38.7% | +15.2% | -53.8% | -46.3% |
| 3Y | -53.5% | +127.6% | -181.1% | -72.3% |
| 5Y | -90.2% | +106.0% | -196.2% | -94.0% |
| All | -78.5% | +243.6% | -322.1% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling