+293.4%
SN vs COPX
+126.6%
+166.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.0% | +3.0% | -1.1% |
| 7D | -7.2% | -2.9% | -4.3% | -6.1% |
| 30D | -13.4% | 0.0% | -13.4% | -13.5% |
| 3M | +26.8% | +14.8% | +12.0% | +18.6% |
| 6M | +44.6% | +7.0% | +37.5% | +37.3% |
| YTD | +45.3% | +23.8% | +21.4% | +26.5% |
| 1Y | +40.1% | +75.7% | -35.6% | +1.9% |
| 3Y | +375.3% | +156.4% | +218.9% | +165.3% |
| All | +293.4% | +126.6% | +166.8% | +105.3% |
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