+31.7%
SNPS vs COO
-40.4%
+72.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -1.9% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | -5.2% | +14.2% | -19.3% | -10.1% |
| 3M | +10.6% | -18.2% | +28.8% | +18.4% |
| 6M | -10.6% | +5.3% | -16.0% | -15.4% |
| YTD | -3.1% | -23.6% | +20.5% | +6.8% |
| 1Y | +15.6% | -12.7% | +28.2% | +19.1% |
| 3Y | -12.9% | -24.2% | +11.2% | -10.1% |
| All | +31.7% | -40.4% | +72.0% | +58.4% |
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