+309.7%
SN vs COPX
+143.6%
+166.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.7% |
| 7D | -3.4% | +6.0% | -9.4% | -5.7% |
| 30D | -9.1% | +6.4% | -15.5% | -11.5% |
| 3M | +31.8% | +19.3% | +12.5% | +21.4% |
| 6M | +52.0% | +16.2% | +35.8% | +39.5% |
| YTD | +51.3% | +33.2% | +18.1% | +27.9% |
| 1Y | +46.9% | +90.2% | -43.4% | +3.3% |
| 3Y | +394.9% | +175.7% | +219.3% | +168.2% |
| All | +309.7% | +143.6% | +166.1% | +107.5% |
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 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