-15.6%
SNPS vs COO
-23.4%
+7.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.0% |
| 7D | -11.0% | -2.2% | -8.8% | -10.5% |
| 30D | -1.7% | -7.0% | +5.3% | -0.1% |
| 3M | -20.4% | +12.2% | -32.6% | -23.6% |
| 6M | -8.6% | -15.1% | +6.5% | -4.0% |
| YTD | -16.2% | -15.1% | -1.1% | -11.9% |
| 1Y | -34.6% | +2.3% | -36.9% | -35.3% |
| All | -15.6% | -23.4% | +7.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling