+11.2%
SNPS vs COPX
+31.7%
-20.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.0% |
| 7D | -3.9% | -3.0% | -1.0% | -3.2% |
| 30D | -5.2% | -13.6% | +8.4% | -2.0% |
| 3M | +14.6% | -11.2% | +25.9% | +17.8% |
| 6M | -6.9% | -2.4% | -4.5% | -6.8% |
| YTD | -1.4% | +4.2% | -5.7% | -8.5% |
| 1Y | +11.2% | +32.2% | -21.0% | -8.4% |
| All | +11.2% | +31.7% | -20.5% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling