+1,050.2%
SCHG vs COPX
+179.5%
+870.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | -1.3% | +0.3% | -1.5% | -1.7% |
| 3M | +5.4% | +6.8% | -1.4% | +2.3% |
| 6M | +14.4% | +7.9% | +6.5% | +9.4% |
| YTD | +8.0% | +23.7% | -15.7% | -2.6% |
| 1Y | +12.7% | +71.5% | -58.8% | -9.6% |
| 3Y | +85.6% | +149.1% | -63.5% | +26.9% |
| 5Y | +85.5% | +167.3% | -81.8% | +20.6% |
| 10Y | +456.0% | +568.5% | -112.5% | +142.1% |
| All | +1,050.2% | +179.5% | +870.7% | +532.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling