+4,005.2%
SIMO vs COPX
+118.6%
+3,886.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.4% |
| 7D | +4.1% | -2.8% | +6.9% | +5.6% |
| 30D | -24.0% | -14.3% | -9.6% | -17.9% |
| 3M | -31.8% | -19.0% | -12.7% | -24.1% |
| 6M | -36.9% | -24.4% | -12.5% | -27.6% |
| YTD | +84.8% | -3.2% | +88.1% | +85.9% |
| 1Y | +99.0% | +15.2% | +83.8% | +85.1% |
| 3Y | +217.9% | +127.6% | +90.3% | +114.3% |
| 5Y | +171.5% | +106.0% | +65.5% | +82.4% |
| 10Y | +393.3% | +313.7% | +79.6% | +115.4% |
| All | +4,005.2% | +118.6% | +3,886.7% | +2,483.0% |
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