+29.6%
SNOW vs COPX
+350.8%
-321.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.7% |
| 30D | -1.0% | +0.3% | -1.2% | -1.3% |
| 3M | +36.9% | +6.8% | +30.0% | +32.2% |
| 6M | +83.4% | +7.9% | +75.4% | +73.2% |
| YTD | +50.0% | +23.7% | +26.2% | +30.7% |
| 1Y | +46.5% | +71.5% | -25.0% | +9.2% |
| 3Y | +93.3% | +149.1% | -55.8% | +15.2% |
| 5Y | +3.3% | +167.3% | -164.0% | -40.6% |
| All | +29.6% | +350.8% | -321.3% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling