+6,087.6%
SIMO vs COPX
+186.2%
+5,901.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +9.0% |
| 7D | +4.2% | -4.0% | +8.2% | +6.1% |
| 30D | +4.1% | +4.5% | -0.5% | +1.7% |
| 3M | -12.9% | +0.8% | -13.7% | -13.1% |
| 6M | +110.3% | +3.2% | +107.2% | +104.9% |
| YTD | +178.6% | +26.7% | +151.9% | +145.2% |
| 1Y | +220.0% | +85.7% | +134.3% | +138.0% |
| 3Y | +409.0% | +151.2% | +257.9% | +222.9% |
| 5Y | +277.3% | +170.0% | +107.3% | +120.8% |
| 10Y | +506.6% | +572.9% | -66.3% | +106.8% |
| All | +6,087.6% | +186.2% | +5,901.4% | +3,308.0% |
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