+432.7%
SN vs COPX
+81.6%
+351.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -1.7% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | +16.6% | -15.9% | +32.5% | +24.4% |
| 3M | +18.3% | -19.6% | +37.9% | +27.9% |
| 6M | +103.1% | -21.5% | +124.6% | +119.3% |
| YTD | +96.7% | -0.8% | +97.5% | +85.8% |
| 1Y | +134.3% | +15.2% | +119.2% | +105.6% |
| 3Y | +425.2% | +134.7% | +290.5% | +203.5% |
| All | +432.7% | +81.6% | +351.1% | +201.5% |
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