+158.9%
SN vs COPX
+31.7%
+127.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.1% | +2.9% |
| 7D | +10.6% | -3.0% | +13.6% | +11.6% |
| 30D | +20.0% | -13.6% | +33.6% | +25.4% |
| 3M | +30.4% | -11.2% | +41.6% | +34.7% |
| 6M | +91.0% | -2.4% | +93.4% | +86.4% |
| YTD | +95.9% | +4.2% | +91.7% | +75.5% |
| 1Y | +158.9% | +32.2% | +126.7% | +81.5% |
| All | +158.9% | +31.7% | +127.2% | +81.5% |
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