+363.5%
SE vs COPX
+215.4%
+148.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.4% |
| 7D | -0.5% | -2.8% | +2.3% | +0.8% |
| 30D | -20.9% | -14.3% | -6.6% | -14.6% |
| 3M | -38.9% | -19.0% | -19.8% | -32.5% |
| 6M | -19.4% | -24.4% | +5.0% | -9.5% |
| YTD | -40.9% | -3.2% | -37.7% | -43.2% |
| 1Y | -46.2% | +15.2% | -61.3% | -53.2% |
| 3Y | +63.7% | +127.6% | -63.9% | -9.0% |
| 5Y | -77.9% | +106.0% | -183.9% | -86.9% |
| All | +363.5% | +215.4% | +148.0% | +83.6% |
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