+171.9%
SAP vs COPX
+583.8%
-411.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.1% | -2.3% | -1.7% | -3.5% |
| 30D | +1.1% | +0.3% | +0.8% | +0.8% |
| 3M | +26.1% | +6.8% | +19.3% | +22.5% |
| 6M | +9.8% | +7.9% | +1.8% | +4.7% |
| YTD | -13.6% | +23.7% | -37.3% | -22.7% |
| 1Y | -18.7% | +71.5% | -90.2% | -35.6% |
| 3Y | +54.1% | +149.1% | -95.0% | +3.1% |
| 5Y | +54.7% | +167.3% | -112.6% | -2.5% |
| All | +171.9% | +583.8% | -411.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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