+596.0%
SIMO vs COPX
+583.8%
+12.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.3% |
| 7D | +11.0% | -2.3% | +13.4% | +12.2% |
| 30D | +17.9% | +0.3% | +17.6% | +17.7% |
| 3M | +3.9% | +6.8% | -2.9% | +0.9% |
| 6M | +131.0% | +7.9% | +123.1% | +122.2% |
| YTD | +209.3% | +23.7% | +185.6% | +178.8% |
| 1Y | +223.8% | +71.5% | +152.2% | +156.6% |
| 3Y | +479.2% | +149.1% | +330.1% | +289.5% |
| 5Y | +316.0% | +167.3% | +148.7% | +161.6% |
| All | +596.0% | +583.8% | +12.2% | +192.2% |
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