-14.9%
SNPS vs COPX
+168.3%
-183.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -5.5% | +6.0% | -11.4% | -7.2% |
| 30D | -4.5% | +6.4% | -10.9% | -6.3% |
| 3M | -15.5% | +19.3% | -34.8% | -20.5% |
| 6M | -10.1% | +16.2% | -26.3% | -15.4% |
| YTD | -16.3% | +33.2% | -49.4% | -26.3% |
| 1Y | -34.9% | +90.2% | -125.2% | -49.9% |
| All | -14.9% | +168.3% | -183.2% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling