+231.1%
COPX vs SFM
+48.8%
+182.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | -2.8% | +6.0% | -8.9% | -3.5% |
| 30D | -14.3% | -19.5% | +5.1% | -12.5% |
| 3M | -19.0% | -37.0% | +18.0% | -14.9% |
| 6M | -24.4% | -41.0% | +16.6% | -20.2% |
| YTD | -3.2% | -34.6% | +31.4% | 0.0% |
| 1Y | +15.2% | -36.3% | +51.4% | +19.4% |
| 3Y | +127.6% | +24.5% | +103.1% | +107.6% |
| 5Y | +106.0% | +115.9% | -9.9% | +68.8% |
| 10Y | +313.7% | +139.5% | +174.2% | +214.3% |
| All | +231.1% | +48.8% | +182.3% | +171.0% |
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