+85.7%
COPX vs SIRI
+28.3%
+57.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -4.0% | +1.6% | -5.6% | -4.2% |
| 30D | +4.5% | -4.7% | +9.3% | +5.1% |
| 3M | +0.8% | +5.3% | -4.4% | -0.5% |
| 6M | +3.2% | +30.5% | -27.3% | +0.5% |
| YTD | +26.7% | +49.6% | -22.9% | +22.7% |
| 1Y | +85.7% | +28.5% | +57.2% | +85.6% |
| All | +85.7% | +28.3% | +57.3% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling