+217.9%
SIMO vs COPX
+128.6%
+89.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.2% |
| 7D | +4.1% | -2.8% | +6.9% | +5.9% |
| 30D | -24.0% | -14.3% | -9.6% | -16.9% |
| 3M | -31.8% | -19.0% | -12.7% | -22.9% |
| 6M | -36.9% | -24.4% | -12.5% | -27.0% |
| YTD | +84.8% | -3.2% | +88.1% | +86.2% |
| 1Y | +99.0% | +15.2% | +83.8% | +83.5% |
| 3Y | +217.9% | +127.6% | +90.3% | +126.1% |
| All | +217.9% | +128.6% | +89.4% | +126.1% |
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