-77.7%
SNAP vs COPX
+350.0%
-427.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +0.7% | -4.0% | +4.7% | +2.9% |
| 30D | +2.6% | +4.5% | -1.9% | +0.1% |
| 3M | -9.9% | +0.8% | -10.7% | -11.3% |
| 6M | +1.9% | +3.2% | -1.3% | -2.2% |
| YTD | -32.2% | +26.7% | -58.9% | -42.6% |
| 1Y | -22.8% | +85.7% | -108.5% | -47.3% |
| 3Y | -47.6% | +151.2% | -198.8% | -70.2% |
| 5Y | -92.7% | +170.0% | -262.7% | -96.1% |
| All | -77.7% | +350.0% | -427.7% | -92.5% |
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 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