+306.7%
SIMO vs COPX
+193.3%
+113.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.7% |
| 7D | +14.5% | +6.0% | +8.5% | +11.9% |
| 30D | +20.4% | +6.4% | +14.0% | +17.3% |
| 3M | +7.1% | +19.3% | -12.2% | -0.4% |
| 6M | +129.2% | +16.2% | +113.0% | +114.1% |
| YTD | +201.9% | +33.2% | +168.8% | +164.9% |
| 1Y | +235.5% | +90.2% | +145.3% | +157.6% |
| 3Y | +463.8% | +175.7% | +288.2% | +275.0% |
| 5Y | +306.7% | +193.1% | +113.6% | +149.6% |
| All | +306.7% | +193.3% | +113.4% | +149.6% |
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