+11.2%
SNPS vs COO
-7.7%
+18.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -5.9% | +0.2% |
| 7D | -3.9% | +8.4% | -12.4% | -3.7% |
| 30D | -5.2% | +13.5% | -18.7% | -4.9% |
| 3M | +14.6% | -13.8% | +28.4% | +15.1% |
| 6M | -6.9% | +4.7% | -11.7% | -8.8% |
| YTD | -1.4% | -21.4% | +20.0% | +8.5% |
| 1Y | +11.2% | -6.7% | +17.9% | +25.9% |
| All | +11.2% | -7.7% | +18.8% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling