+53.3%
SGI vs COPX
+168.3%
-115.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -2.2% |
| 7D | +0.6% | +6.0% | -5.4% | -1.4% |
| 30D | +5.5% | +6.4% | -0.9% | +3.1% |
| 3M | -3.6% | +19.3% | -22.9% | -9.9% |
| 6M | -15.0% | +16.2% | -31.3% | -20.7% |
| YTD | -23.0% | +33.2% | -56.2% | -32.0% |
| 1Y | -18.4% | +90.2% | -108.6% | -36.9% |
| All | +53.3% | +168.3% | -115.0% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling