+47.5%
SGI vs COPX
+167.3%
-119.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.0% | +3.9% | -0.4% |
| 7D | -4.9% | -2.9% | -2.0% | -3.9% |
| 30D | +1.6% | 0.0% | +1.6% | +1.3% |
| 3M | -3.2% | +14.8% | -18.0% | -9.1% |
| 6M | -16.0% | +7.0% | -23.1% | -19.8% |
| YTD | -25.4% | +23.8% | -49.3% | -33.5% |
| 1Y | -21.6% | +75.7% | -97.3% | -39.9% |
| 3Y | +52.9% | +156.4% | -103.5% | -4.9% |
| 5Y | +47.5% | +167.6% | -120.1% | -11.6% |
| All | +47.5% | +167.3% | -119.8% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling