+412.0%
SN vs COPX
+171.8%
+240.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.7% |
| 7D | +0.1% | +5.8% | -5.6% | -2.2% |
| 30D | -5.6% | +7.2% | -12.8% | -8.4% |
| 3M | +48.1% | +16.5% | +31.6% | +37.5% |
| 6M | +57.6% | +18.4% | +39.2% | +43.2% |
| YTD | +56.5% | +31.9% | +24.6% | +32.3% |
| 1Y | +52.6% | +88.5% | -35.9% | +6.7% |
| 3Y | +412.0% | +173.1% | +238.9% | +173.7% |
| All | +412.0% | +171.8% | +240.1% | +173.7% |
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