+17.1%
SNPS vs COO
-38.8%
+55.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.8% |
| 7D | -11.0% | -2.2% | -8.8% | -10.1% |
| 30D | -1.7% | -7.0% | +5.3% | +1.0% |
| 3M | -20.4% | +12.2% | -32.6% | -25.4% |
| 6M | -8.6% | -15.1% | +6.5% | -2.5% |
| YTD | -16.2% | -15.1% | -1.1% | -10.4% |
| 1Y | -34.6% | +2.3% | -36.9% | -36.2% |
| 3Y | -14.5% | -23.7% | +9.2% | -8.7% |
| All | +17.1% | -38.8% | +55.9% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling