+19.5%
SNPS vs COPX
+167.3%
-147.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +3.4% |
| 7D | -4.6% | -2.9% | -1.7% | -3.8% |
| 30D | -3.3% | 0.0% | -3.4% | -3.5% |
| 3M | -13.8% | +14.8% | -28.6% | -18.6% |
| 6M | -8.2% | +7.0% | -15.2% | -12.0% |
| YTD | -15.4% | +23.8% | -39.3% | -24.6% |
| 1Y | +2.4% | +75.7% | -73.3% | -20.5% |
| 3Y | -13.5% | +156.4% | -169.9% | -44.1% |
| 5Y | +19.5% | +167.6% | -148.1% | -24.9% |
| All | +19.5% | +167.3% | -147.8% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling