+333.6%
COPX vs SFM
+132.6%
+201.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.0% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | +4.5% | -4.4% | +8.9% | +5.0% |
| 3M | +0.8% | +1.5% | -0.7% | +0.2% |
| 6M | +3.2% | +6.5% | -3.3% | +1.2% |
| YTD | +26.7% | +2.2% | +24.5% | +24.7% |
| 1Y | +85.7% | -41.9% | +127.6% | +97.5% |
| 3Y | +151.2% | +106.8% | +44.4% | +116.1% |
| 5Y | +170.0% | +231.6% | -61.6% | +111.2% |
| 10Y | +572.9% | +258.4% | +314.5% | +388.5% |
| All | +333.6% | +132.6% | +201.0% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling