+368.8%
SNXX vs COPX
+0.1%
+368.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.1% | -7.0% | -6.9% |
| 7D | -12.0% | -2.3% | -9.7% | -8.9% |
| 30D | +37.9% | +0.3% | +37.7% | +32.2% |
| 3M | -52.7% | +6.8% | -59.5% | -55.7% |
| 6M | +194.8% | +7.9% | +186.8% | +179.9% |
| All | +368.8% | +0.1% | +368.6% | +410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling