+66.7%
SNXX vs COP
+41.7%
+25.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -5.2% | -10.6% | -21.2% |
| 7D | -47.8% | -8.1% | -39.7% | -52.6% |
| 30D | -66.0% | +6.7% | -72.7% | -62.4% |
| 3M | -57.5% | +16.9% | -74.4% | -46.5% |
| 6M | -66.7% | +11.2% | -77.9% | -57.4% |
| All | +66.7% | +41.7% | +25.0% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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