-21.8%
SGI vs COPX
+73.7%
-95.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -4.5% | -2.3% | -2.1% | -3.8% |
| 30D | +4.2% | +0.3% | +3.9% | +3.8% |
| 3M | -7.4% | +6.8% | -14.3% | -10.0% |
| 6M | -15.1% | +7.9% | -23.0% | -19.5% |
| YTD | -24.7% | +23.7% | -48.4% | -30.2% |
| 1Y | -21.8% | +71.5% | -93.3% | -30.5% |
| All | -21.8% | +73.7% | -95.5% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling