+844.0%
SGI vs COPX
+198.0%
+646.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -2.4% |
| 7D | +9.3% | +5.8% | +3.5% | +6.4% |
| 30D | +6.9% | +7.2% | -0.3% | +3.1% |
| 3M | +2.8% | +16.5% | -13.7% | -5.4% |
| 6M | -12.6% | +18.4% | -31.0% | -21.1% |
| YTD | -21.5% | +31.9% | -53.4% | -33.7% |
| 1Y | -18.8% | +88.5% | -107.2% | -42.7% |
| 3Y | +60.8% | +173.1% | -112.3% | -9.4% |
| 5Y | +60.0% | +193.1% | -133.1% | -16.2% |
| 10Y | +267.8% | +591.7% | -323.8% | +18.3% |
| All | +844.0% | +198.0% | +646.0% | +317.0% |
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