-5.1%
SNXX vs COPX
-20.6%
+15.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -5.8% | -37.3% | -32.2% |
| 7D | -66.8% | -7.5% | -59.4% | -59.0% |
| 30D | -79.7% | -18.6% | -61.1% | -68.0% |
| 3M | -72.8% | -19.0% | -53.8% | -58.4% |
| 6M | -84.7% | -9.9% | -74.8% | -78.2% |
| All | -5.1% | -20.6% | +15.4% | +71.6% |
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