+572.5%
SNPS vs COPX
+583.8%
-11.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.5% |
| 30D | -3.6% | +0.3% | -3.9% | -3.9% |
| 3M | -12.9% | +6.8% | -19.7% | -15.7% |
| 6M | -8.2% | +7.9% | -16.2% | -12.5% |
| YTD | -15.4% | +23.7% | -39.1% | -24.4% |
| 1Y | -9.3% | +71.5% | -80.8% | -28.6% |
| 3Y | -14.0% | +149.1% | -163.1% | -42.8% |
| 5Y | +19.5% | +167.3% | -147.8% | -24.6% |
| All | +572.5% | +583.8% | -11.3% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling