+10.7%
SNDU vs COPX
-7.8%
+18.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | +4.0% | -19.8% | -23.4% |
| 7D | -48.0% | -3.0% | -45.1% | -44.6% |
| 30D | -66.4% | -13.6% | -52.8% | -54.8% |
| 3M | -58.7% | -11.2% | -47.5% | -50.9% |
| 6M | -68.6% | -2.4% | -66.2% | -63.5% |
| All | +10.7% | -7.8% | +18.5% | +39.9% |
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