+165.6%
COPX vs SFM
+90.5%
+75.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.5% | +10.6% | +4.4% |
| 7D | +5.8% | -5.8% | +11.6% | +6.1% |
| 30D | +7.2% | -11.4% | +18.6% | +7.8% |
| 3M | +16.5% | -12.2% | +28.7% | +17.1% |
| 6M | +18.4% | -5.2% | +23.6% | +18.1% |
| YTD | +31.9% | -4.5% | +36.4% | +31.2% |
| 1Y | +88.5% | -45.4% | +133.9% | +102.3% |
| All | +165.6% | +90.5% | +75.1% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling