+565.8%
COPX vs SFM
+268.6%
+297.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.2% | -5.7% | -6.9% |
| 7D | -2.9% | -8.8% | +5.9% | -2.0% |
| 30D | 0.0% | -14.5% | +14.5% | +1.6% |
| 3M | +14.8% | -16.8% | +31.6% | +16.8% |
| 6M | +7.0% | -5.3% | +12.4% | +6.6% |
| YTD | +23.8% | -9.4% | +33.2% | +23.7% |
| 1Y | +75.7% | -46.2% | +121.9% | +87.3% |
| 3Y | +156.4% | +81.3% | +75.1% | +127.3% |
| 5Y | +167.6% | +211.9% | -44.3% | +115.8% |
| All | +565.8% | +268.6% | +297.3% | +396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling