+1,596.1%
SNPS vs COPX
+186.2%
+1,409.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -11.0% | -4.0% | -7.0% | -9.8% |
| 30D | -1.7% | +4.5% | -6.3% | -3.1% |
| 3M | -20.4% | +0.8% | -21.2% | -21.1% |
| 6M | -8.6% | +3.2% | -11.8% | -11.1% |
| YTD | -16.2% | +26.7% | -42.9% | -24.3% |
| 1Y | -34.6% | +85.7% | -120.3% | -48.1% |
| 3Y | -14.5% | +151.2% | -165.6% | -39.8% |
| 5Y | +17.0% | +170.0% | -153.0% | -21.1% |
| 10Y | +560.0% | +572.9% | -12.9% | +214.9% |
| All | +1,596.1% | +186.2% | +1,409.9% | +849.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling