+338.3%
SU vs COPX
+163.4%
+174.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.2% | -2.3% | +4.6% | +2.9% |
| 30D | +8.4% | +0.3% | +8.2% | +7.9% |
| 3M | +12.1% | +6.8% | +5.3% | +8.1% |
| 6M | +19.7% | +7.9% | +11.7% | +12.3% |
| YTD | +58.4% | +23.7% | +34.7% | +37.2% |
| 1Y | +67.2% | +71.5% | -4.3% | +22.3% |
| 3Y | +125.0% | +149.1% | -24.1% | +27.4% |
| All | +338.3% | +163.4% | +174.9% | +127.7% |
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